- CA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CA' - Canada.
- CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CAD' - Canadian Dollar.
- calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, MarketEnvironment) - Method in interface com.opengamma.strata.calc.CalculationEngine
-
Calculates values of measures for a set of targets.
- calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, MarketEnvironment, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.CalculationEngine
-
Calculates values of measures for a set of targets over multiple scenarios.
- calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, MarketEnvironment) - Method in class com.opengamma.strata.calc.DefaultCalculationEngine
-
- calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, MarketEnvironment, ScenarioDefinition) - Method in class com.opengamma.strata.calc.DefaultCalculationEngine
-
- calculateAdjustedSettleDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the adjusted settlement date.
- calculateAdjustedStartDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the adjusted start date.
- calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the effective date from the fixing date.
- calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromMaturity(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the fixing date from the maturity date.
- calculateFixingFromMaturity(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- calculateMultipleScenarios(CalculationTasks, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.runner.CalculationRunner
-
Performs a set of calculations for multiple scenarios, each with a different set of market data.
- calculateMultipleScenarios(CalculationTasks, CalculationEnvironment) - Method in class com.opengamma.strata.calc.runner.DefaultCalculationRunner
-
- calculateMultipleScenariosAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationRunner
-
Asynchronously performs a set of calculations for multiple scenarios, each with a different set of market data.
- calculateMultipleScenariosAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in class com.opengamma.strata.calc.runner.DefaultCalculationRunner
-
- calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Calculates the publication date from the fixing date.
- calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the publication date from the fixing date.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Calculates the reference date from the trade date.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
- calculateSingleScenario(CalculationTasks, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.runner.CalculationRunner
-
Performs a set of calculations for a single scenario.
- calculateSingleScenario(CalculationTasks, CalculationEnvironment) - Method in class com.opengamma.strata.calc.runner.DefaultCalculationRunner
-
- calculateSingleScenarioAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationRunner
-
Asynchronously performs a set of calculations for a single scenario, invoking a listener as
each calculation completes.
- calculateSingleScenarioAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in class com.opengamma.strata.calc.runner.DefaultCalculationRunner
-
- calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the previous CDS date.
- calculateUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the unadjusted maturity date.
- calculateUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Used in curve point calculation.
- calculateUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the unadjusted step-in date.
- calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the interest rate accrual calculation.
- calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the calculation property.
- CalculationEngine - Interface in com.opengamma.strata.calc
-
The calculation engine is the main entry point for performing calculations.
- calculationEngine() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns a calculation engine capable of calculating the standard set of measures for
the standard asset classes, using market data provided by the caller.
- CalculationEnvironment - Interface in com.opengamma.strata.calc.marketdata
-
A interface for looking up items of market data by ID, used when building market data.
- CalculationEnvironmentBuilder - Class in com.opengamma.strata.calc.marketdata
-
- CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
-
Supertype of all functions that calculate values of measures for a target.
- CalculationListener - Interface in com.opengamma.strata.calc.runner
-
- CalculationMarketData - Interface in com.opengamma.strata.calc.marketdata
-
A source of market data provided to an engine function and used for a calculation across multiple scenarios.
- CalculationMarketDataMap - Class in com.opengamma.strata.calc.marketdata
-
A collection of market data for a single set of calculations.
- CalculationMarketDataMap.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for CalculationMarketDataMap.
- CalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
-
A function that calculates multiple values for a target using multiple sets of market data.
- CalculationRequirements - Class in com.opengamma.strata.calc.marketdata
-
A collection of market data IDs specifying the market data required for performing a set of calculations.
- CalculationRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for CalculationRequirements.
- CalculationRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
-
- CalculationRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.CalculationRequirementsBuilder
-
- CalculationResult - Class in com.opengamma.strata.calc.runner
-
- CalculationResult.Builder - Class in com.opengamma.strata.calc.runner
-
The bean-builder for CalculationResult.
- CalculationResult.Meta - Class in com.opengamma.strata.calc.runner
-
The meta-bean for CalculationResult.
- calculationResults(Results) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
-
Sets the calculation results.
- calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the calculationResults property.
- CalculationRules - Class in com.opengamma.strata.calc
-
A set of rules that define how the calculation engine should perform calculations.
- CalculationRules.Builder - Class in com.opengamma.strata.calc
-
The bean-builder for CalculationRules.
- CalculationRules.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for CalculationRules.
- CalculationRunner - Interface in com.opengamma.strata.calc.runner
-
Runs a set of calculations over a portfolio and returns the results.
- calculationRunner() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns a calculation runner which uses a fixed thread pool.
- calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
- calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
-
Invoked when all calculations have completed.
- CalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner.function
-
A function that calculates a value for a target using multiple sets of market data.
- CalculationTarget - Interface in com.opengamma.strata.basics
-
The target of calculation within a system.
- CalculationTask - Class in com.opengamma.strata.calc.runner
-
Wraps an input and a function that calculates a value for the input.
- CalculationTask(CalculationTarget, int, int, CalculationSingleFunction<? extends CalculationTarget, ?>, MarketDataMappings, ReportingRules) - Constructor for class com.opengamma.strata.calc.runner.CalculationTask
-
Creates a task, based on the target, the location of the result in the results grid, the function,
mappings and reporting rules.
- CalculationTaskConfig - Class in com.opengamma.strata.calc.config
-
Configuration of a task that calculates the value of a single measure for a target.
- CalculationTaskConfig.Builder - Class in com.opengamma.strata.calc.config
-
The bean-builder for CalculationTaskConfig.
- CalculationTaskConfig.Meta - Class in com.opengamma.strata.calc.config
-
The meta-bean for CalculationTaskConfig.
- CalculationTasks - Class in com.opengamma.strata.calc.runner
-
The functions for performing a set of calculations and the market data required by the calculations.
- CalculationTasks(List<CalculationTask>, List<Column>) - Constructor for class com.opengamma.strata.calc.runner.CalculationTasks
-
- CalculationTasksConfig - Class in com.opengamma.strata.calc.config
-
Configuration for a set of tasks that calculate values of measures for a set of targets.
- CalculationTasksConfig.Builder - Class in com.opengamma.strata.calc.config
-
The bean-builder for CalculationTasksConfig.
- CalculationTasksConfig.Meta - Class in com.opengamma.strata.calc.config
-
The meta-bean for CalculationTasksConfig.
- calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the calendar that defines holidays and business days.
- calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the calendar property.
- calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
Sets the holiday calendar that defines the meaning of a day when performing the addition.
- calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the calendar property.
- calibrate(CurveGroupDefinition, LocalDate, MarketData, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Calibrates a single curve group, containing one or more curves.
- calibrate(List<CurveGroupDefinition>, ImmutableRatesProvider, MarketData) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Calibrates a list of curve groups, each containing one or more curves.
- CalibrationMeasure<T extends Trade> - Interface in com.opengamma.strata.pricer.calibration
-
Provides access to the measures needed to perform curve calibration for a single type of trade.
- CalibrationMeasures - Class in com.opengamma.strata.pricer.calibration
-
Provides access to the measures needed to perform curve calibration.
- CashFlow - Class in com.opengamma.strata.market.amount
-
A single cash flow of a currency amount on a specific date.
- CashFlow.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for CashFlow.
- CashFlowReport - Class in com.opengamma.strata.report.cashflow
-
Represents a cash flow report.
- CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
-
The bean-builder for CashFlowReport.
- CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
-
The meta-bean for CashFlowReport.
- CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
-
Formatter for cash flow reports.
- CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
-
Report runner for cash flow reports.
- CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
-
Marker for a cash flow report template.
- CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
-
- CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
-
Loads a cash flow report template from the standard INI file format.
- CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
-
- CashFlows - Class in com.opengamma.strata.market.amount
-
A collection of cash flows.
- cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
The meta-property for the cashFlows property.
- cashFlows(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the future cash flow of the FRA product.
- cashFlows(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the future cash flow of the FRA trade.
- cashFlows(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the future cash flows of the swap leg.
- cashFlows(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the future cash flows of the swap product.
- cashFlows(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the future cash flows of the swap trade.
- CashFlows.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for CashFlows.
- CashSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the settlement type and settlement method of swaptions.
- CashSettlement.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for CashSettlement.
- CashSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for CashSettlement.
- cashSettlementMethod(CashSettlementMethod) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
Sets the cash settlement method.
- cashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
The meta-property for the cashSettlementMethod property.
- CashSettlementMethod - Enum in com.opengamma.strata.product.swaption
-
Cash settlement method of cash settled swaptions.
- category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the category property.
- causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the causeType property.
- Cds - Class in com.opengamma.strata.product.credit
-
A credit default swap (CDS), including single-name and index swaps.
- Cds.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for Cds.
- Cds.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for Cds.
- cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
The meta-property for the cdsConvention property.
- CdsConvention - Interface in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap (CDS) trades.
- CdsConventions - Class in com.opengamma.strata.product.credit.type
-
Constants for standard CDS market conventions.
- CdsCs01BucketedHazardFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates vector CS01 of a CdsTrade for each of a set of scenarios.
- CdsCs01BucketedHazardFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedHazardFunction
-
- CdsCs01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates vector CS01 of a CdsTrade for each of a set of scenarios.
- CdsCs01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction
-
- CdsCs01ParallelHazardFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.
- CdsCs01ParallelHazardFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelHazardFunction
-
- CdsCs01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.
- CdsCs01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction
-
- CdsDatesLogic - Class in com.opengamma.strata.product.credit
-
Utility for producing sets of CDS dates.
- CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit
-
Contains function groups for built-in CDS calculation functions.
- CdsIr01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates vector IR01 of a CdsTrade for each of a set of scenarios.
- CdsIr01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction
-
- CdsIr01BucketedZeroFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates vector IR01 of a CdsTrade for each of a set of scenarios.
- CdsIr01BucketedZeroFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedZeroFunction
-
- CdsIr01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.
- CdsIr01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction
-
- CdsIr01ParallelZeroFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.
- CdsIr01ParallelZeroFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelZeroFunction
-
- CdsJumpToDefaultFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates the jump to default of a CdsTrade for each of a set of scenarios.
- CdsJumpToDefaultFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsJumpToDefaultFunction
-
- CdsParRateFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates the par rate of a CdsTrade for each of a set of scenarios.
- CdsParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsParRateFunction
-
- CdsProduct - Interface in com.opengamma.strata.product.credit
-
A product representing a credit default swap (CDS), including single-name and index swaps.
- CdsPvFunction - Class in com.opengamma.strata.function.calculation.credit
-
Calculates the present value of a CdsTrade for each of a set of scenarios.
- CdsPvFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsPvFunction
-
- CdsRecovery01Function - Class in com.opengamma.strata.function.calculation.credit
-
Calculates the recovery 01 of a CdsTrade for each of a set of scenarios.
- CdsRecovery01Function() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsRecovery01Function
-
- CdsRecoveryRate - Class in com.opengamma.strata.market.value
-
The expected recovery rate for a CDS product based upon the underlying issue or index.
- CdsRecoveryRate.Meta - Class in com.opengamma.strata.market.value
-
The meta-bean for CdsRecoveryRate.
- CdsTrade - Class in com.opengamma.strata.product.credit
-
A trade in a credit default swap (CDS).
- CdsTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for CdsTrade.
- CdsTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsTrade.
- CH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CH' - Switzerland.
- CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for Switzerland,
"Non-revised Consumer Price Index".
- CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiConsumer.
- CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiFunction.
- CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of BinaryOperator.
- CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiPredicate.
- CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of Consumer.
- CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of Function.
- CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of Predicate.
- CheckedRunnable - Interface in com.opengamma.strata.collect.function
-
A checked version of Runnable.
- CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
-
A checked version of Supplier.
- CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of UnaryOperator.
- checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
-
Checks that this instance equals the specified instance.
- CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'EUR' - Swiss Franc.
- CHF_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
The 'CHF-European' CDS convention.
- CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
- CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
- CHF_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
-
The 'CHF-ISDA' curve.
- CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for CHF.
- CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for CHF.
- CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for CHF.
- CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for CHF.
- CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for CHF.
- CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for CHF.
- CHF_LIBOR_BBA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
The FpML 'CHF-LIBOR-BBA' index of type 'Ibor'.
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The TOIS index for CHF.
- CHF_TOIS_OIS_COMPOUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
The FpML 'CHF-TOIS-OIS-COMPOUND' index of type 'OvernightCompounded'.
- CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
The holiday calendar for Zurich, Switzerland, with code 'EUTA'.
- CL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CL' - Chile.
- CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for classpath resource locators.
- cleanPriceFromDirtyPrice(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
- cloned() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Clones the point sensitivity builder.
- cloned() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Closes the currently open list.
- CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CLP' - Chilean Peso.
- CN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CN' - China.
- CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CNY' - Chinese Yuan.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateObservation
-
Collects all the indices referred to by this observation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Collects all the indices referred to by this period.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Collects all the indices referred to by this calculation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Collects all the indices referred to by this leg.
- collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
- collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a collector that can be used to create a time-series from a stream of points.
- Column - Class in com.opengamma.strata.calc
-
Defines a column in a set of calculation results.
- column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index.
- Column.Builder - Class in com.opengamma.strata.calc
-
The bean-builder for Column.
- Column.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for Column.
- columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index as an independent array.
- columnCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
Sets the number of columns in the results.
- columnCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
The meta-property for the columnCount property.
- columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the number of columns of this matrix.
- ColumnDefinition - Interface in com.opengamma.strata.calc
-
A column definition specifies the name of the column and the measure displayed in the column for each target.
- columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the column headers.
- columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the columnHeaders property in the builder
from an array of objects.
- columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the columnHeaders property.
- columnHeaders(List<String>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the column headers.
- columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the columnHeaders property in the builder
from an array of objects.
- columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the columnHeaders property.
- columnIndex(int) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Builder
-
Sets the column index of the value in the results grid.
- columnIndex() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
The meta-property for the columnIndex property.
- columnIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
-
Sets the column index of the value in the results grid.
- columnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
The meta-property for the columnIndex property.
- columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the keys corresponding to the columns.
- columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the columnKeys property in the builder
from an array of objects.
- columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the columnKeys property.
- ColumnName - Class in com.opengamma.strata.calc
-
The name of a column in the grid of calculation results.
- columns(List<Column>) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Builder
-
Sets the columns that define the calculations.
- columns(Column...) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Meta
-
The meta-property for the columns property.
- columns(List<Column>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
-
Sets the columns contained in the results.
- columns(Column...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the columns property.
- columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the report columns, which may contain information required for formatting.
- columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the columns property.
- columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the columns in the report.
- columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
The meta-property for the columns property.
- com.opengamma.strata.basics - package com.opengamma.strata.basics
-
Basic tools to work with financial markets.
- com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
-
Representations of currency and money.
- com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
-
Tools for working with dates.
- com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
-
Entity objects describing common market indices, such as LIBOR and FED FUND.
- com.opengamma.strata.basics.interpolator - package com.opengamma.strata.basics.interpolator
-
Types for interpolating between existing values in a set of data.
- com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
-
Representations of a geographic location.
- com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market
-
Basic types for modelling the market and market data.
- com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
-
Basic financial tools for working with date-based schedules.
- com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
-
Basic financial tools for working with values.
- com.opengamma.strata.calc - package com.opengamma.strata.calc
-
Calculate risk measures on trades, applies scenarios and manages market data.
- com.opengamma.strata.calc.config - package com.opengamma.strata.calc.config
-
Configuration types for the calculation engine.
- com.opengamma.strata.calc.config.pricing - package com.opengamma.strata.calc.config.pricing
-
Configuration types for specifying how calculations should be performed.
- com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata
-
Market data containers used by the calculation engine.
- com.opengamma.strata.calc.marketdata.config - package com.opengamma.strata.calc.marketdata.config
-
Configuration that specifies how market data values should be built by the market data functions.
- com.opengamma.strata.calc.marketdata.function - package com.opengamma.strata.calc.marketdata.function
-
Contains the MarketDataBuilder interface and its implementations which are used to
build the market data used in calculations.
- com.opengamma.strata.calc.marketdata.mapping - package com.opengamma.strata.calc.marketdata.mapping
-
Types for converting market data keys to market data IDs.
- com.opengamma.strata.calc.marketdata.scenario - package com.opengamma.strata.calc.marketdata.scenario
-
Types that define scenarios which allow perturbations to be applied to market data.
- com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner
-
Types used when running calculations.
- com.opengamma.strata.calc.runner.function - package com.opengamma.strata.calc.runner.function
-
Contains the interfaces implemented by functions that perform calculations in the calculation engine.
- com.opengamma.strata.calc.runner.function.result - package com.opengamma.strata.calc.runner.function.result
-
- com.opengamma.strata.collect - package com.opengamma.strata.collect
-
Root package for common data structures used by OpenGamma.
- com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array
-
Wrapper classes for Java arrays.
- com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
-
Additional functional interfaces not supplied by Java SE 8.
- com.opengamma.strata.collect.id - package com.opengamma.strata.collect.id
-
Identifier and link data structures.
- com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
-
Provides utilities for the management of input and output.
- com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
-
Named data structures.
- com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range
-
Range data structures.
- com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
-
Result data structures.
- com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
-
Time-series data structures.
- com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
-
Tuple data structures.
- com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type
-
Data structures for types.
- com.opengamma.strata.function - package com.opengamma.strata.function
-
Integration functions that combine the calculation engine with the analytic pricer.
- com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation
-
Base package for calculation functions.
- com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit
-
Calculation functions for credit products.
- com.opengamma.strata.function.calculation.deposit - package com.opengamma.strata.function.calculation.deposit
-
Calculation functions for deposit products.
- com.opengamma.strata.function.calculation.fra - package com.opengamma.strata.function.calculation.fra
-
Calculation functions for FRA products.
- com.opengamma.strata.function.calculation.future - package com.opengamma.strata.function.calculation.future
-
Calculation functions for futures products.
- com.opengamma.strata.function.calculation.fx - package com.opengamma.strata.function.calculation.fx
-
Calculation functions for FX products.
- com.opengamma.strata.function.calculation.index - package com.opengamma.strata.function.calculation.index
-
Calculation functions for index products.
- com.opengamma.strata.function.calculation.payment - package com.opengamma.strata.function.calculation.payment
-
Calculation functions for payment products.
- com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate
-
Calculation functions for rate products.
- com.opengamma.strata.function.calculation.swap - package com.opengamma.strata.function.calculation.swap
-
Calculation functions for swap products.
- com.opengamma.strata.function.marketdata - package com.opengamma.strata.function.marketdata
-
Market data functions.
- com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve
-
Market data functions used for building curves and related market data types.
- com.opengamma.strata.function.marketdata.fx - package com.opengamma.strata.function.marketdata.fx
-
Types for configuring and creating FX market data.
- com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping
-
Mappings between market data keys and IDs.
- com.opengamma.strata.function.marketdata.scenario.curve - package com.opengamma.strata.function.marketdata.scenario.curve
-
Market data filters and perturbations that apply to curves and related market data types.
- com.opengamma.strata.loader - package com.opengamma.strata.loader
-
Tools for loading data from files.
- com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv
-
Loader that reads market data from CSV files.
- com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml
-
Loader that can convert files to financial instruments.
- com.opengamma.strata.market - package com.opengamma.strata.market
-
Data structures for market data.
- com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
-
Defines representations of amounts typically used as result types.
- com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
-
Definitions of curves.
- com.opengamma.strata.market.curve.meta - package com.opengamma.strata.market.curve.meta
-
Curve metadata.
- com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node
-
Curve nodes.
- com.opengamma.strata.market.curve.perturb - package com.opengamma.strata.market.curve.perturb
-
Curve perturbations.
- com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
-
Support for explaining results.
- com.opengamma.strata.market.id - package com.opengamma.strata.market.id
-
Package containing IDs that identify items of market data.
- com.opengamma.strata.market.interpolator - package com.opengamma.strata.market.interpolator
-
Interpolators for interpolating in one and two dimensions.
- com.opengamma.strata.market.key - package com.opengamma.strata.market.key
-
Package containing keys that identify items or market data.
- com.opengamma.strata.market.option - package com.opengamma.strata.market.option
-
Entity objects for options.
- com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
-
Entity objects for sensitivities.
- com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface
-
Definitions of surfaces.
- com.opengamma.strata.market.surface.meta - package com.opengamma.strata.market.surface.meta
-
Surface metadata.
- com.opengamma.strata.market.value - package com.opengamma.strata.market.value
-
Package containing values of market data.
- com.opengamma.strata.pricer - package com.opengamma.strata.pricer
-
Calculators for financial instruments.
- com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond
-
Calculators for bonds.
- com.opengamma.strata.pricer.calibration - package com.opengamma.strata.pricer.calibration
-
Provides the ability to calibrate curves.
- com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
-
Calculators for credit instruments, such as Credit Default Swap (CDS).
- com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit
-
Calculators for rate deposit instruments, such as term deposit.
- com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra
-
Calculators for Forward Rate Agreement (FRA) instruments.
- com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
-
Calculators for FX instruments, such as FX forward and FX swap.
- com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index
-
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
- com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
-
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
- com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
-
Calculators for sensitivities.
- com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap
-
Calculators for interest rate swaps.
- com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption
-
Calculators for swaptions.
- com.opengamma.strata.product - package com.opengamma.strata.product
-
Entity objects describing trades and products in financial markets.
- com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
-
Entity objects describing bonds.
- com.opengamma.strata.product.common - package com.opengamma.strata.product.common
-
Entity objects shared between other packages.
- com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
-
Entity objects describing credit products.
- com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
-
Conventions and templates to aid the construction of credit default swaps.
- com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
-
Entity objects describing financial instruments representing a simple deposit with interest.
- com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
-
Conventions and templates to aid the construction of deposits.
- com.opengamma.strata.product.equity - package com.opengamma.strata.product.equity
-
Entity objects describing financial instruments based on the equity share of a company.
- com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
-
Entity objects describing a forward rate agreement (FRA).
- com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
-
Conventions and templates to aid the construction of FRAs.
- com.opengamma.strata.product.future - package com.opengamma.strata.product.future
-
Entity objects describing generic futures contracts.
- com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
-
Entity objects describing financial instruments in the foreign exchange market.
- com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
-
Conventions and templates to aid the construction of foreign exchange products.
- com.opengamma.strata.product.index - package com.opengamma.strata.product.index
-
Entity objects describing contracts based on rate indices.
- com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
-
Conventions and templates to aid the construction of rate index products.
- com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
-
Entity objects describing simple payment financial instruments.
- com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
-
Entity objects describing the rate-based financial instruments.
- com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
-
Entity objects describing a swap.
- com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
-
Conventions and templates to aid the construction of rate swaps.
- com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
-
Entity objects describing options on swaps, known as swaptions.
- com.opengamma.strata.report - package com.opengamma.strata.report
-
Reporting Framework
- com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
-
Types for reporting and formatting cashflows.
- com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression
-
Provide the ability to extract data using textual expressions.
- com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format
-
Classes that deal with the formatting of calculated values.
- com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
-
Types for reporting and formatting trades.
- combine(List<CalculationRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
Merges multiple sets of requirements into a single set.
- combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is formed by some combination of the matching
values in this array and the other array.
- combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is formed by some combination of the matching
values in this matrix and the other matrix.
- combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes
and then applies the supplied function to the successes wrapping
the result in a success result.
- combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
- combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
- COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The combined rate, including weighting.
- combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Combines this property set with another.
- combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another cash flow.
- combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another one.
- combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Combines this point sensitivities with another instance.
- combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Combines this sensitivity with another instance.
- combinedWith(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(SurfaceCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combineReduce(DoubleArray, DoubleTenaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Combines this array and the other array returning a reduced value.
- combineWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Combines this holiday calendar with another.
- combineWith(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Applies a function to the market data in this box and another box and returns a box containing the result.
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Combines this result with another result.
- compareExcludingSensitivity(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Compares two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Compares the key of two sensitivities, excluding the point sensitivity value.
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
-
Compares this currency to another.
- compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Compares this currency amount to another.
- compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
-
Compares this country to another.
- compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Compares this period to another by unadjusted start date, then unadjusted end date.
- compareTo(StandardId) - Method in class com.opengamma.strata.collect.id.StandardId
-
Compares the external identifiers, sorting alphabetically by scheme followed by value.
- compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Compares this point to another.
- compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjectDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
Compares the pair based on the first element followed by the second element.
- compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
-
Compares the triple based on the first element followed by the second
element followed by the third element.
- compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString
-
Compares this type to another.
- compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
-
Compares this cash flow to another, first by date, then value.
- completionStage() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
A completion stage providing asynchronous notification when the aggregate result of the
calculations is available.
- composedWith(MarketDataRules) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
-
Returns a set of rules that return mappings from this rule if available, otherwise returning mappings
from the other rule.
- composedWith(PricingRules) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Returns a set of rules that return function configuration from this rule if available, otherwise returning
configuration from the other rule.
- composedWith(ReportingRules) - Method in interface com.opengamma.strata.calc.config.ReportingRules
-
Returns a rule that returns a currency from this rule if available, otherwise returning one from the other rule.
- CompoundedRateType - Enum in com.opengamma.strata.market.value
-
A compounded rate type.
- COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The method of compounding.
- CompoundingMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to compound interest.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- concat(double[]) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- configs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
The meta-property for the configs property.
- ConfiguredFunctionGroup - Class in com.opengamma.strata.calc.config.pricing
-
A container for a function group and a set of constructor arguments used when building function instances.
- configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
-
Returns the set of measures configured for a calculation target.
- configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
Returns the set of measures configured for a calculation target.
- configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Returns the set of measures that are configured for a calculation target.
- ConstantNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a single constant value.
- ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for ConstantNodalCurve.
- ConstantNodalSurface - Class in com.opengamma.strata.market.surface
-
A surface based on a single constant value.
- ConstantNodalSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for ConstantNodalSurface.
- consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Consumer interface.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if the currency pair contains the supplied currency as either its base or counter.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Checks if this multi-amount contains an amount for the specified currency.
- contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period contains the specified date.
- contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array contains the specified value.
- contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
-
Checks if this INI file contains the specified section.
- contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set contains the specified key.
- contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range contains the specified date.
- containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Checks if this info contains the specified curve.
- containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Checks if this time-series contains a value for the specified date.
- containsTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- containsTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Checks if this set of data contains a time series for the specified key.
- containsTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Checks if this set of data contains a time series for the specified market data ID.
- containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Checks if this set of data contains a value for the specified key.
- containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Checks if this set of data contains a value for the specified ID.
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the convention used to the adjust the date if it does not fall on a business day.
- convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider.Meta
-
The meta-property for the convention property.
- convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
Sets the underlying Ibor fixing deposit convention.
- convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
The meta-property for the convention property.
- convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
Sets the underlying term deposit convention.
- convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
The meta-property for the convention property.
- convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the underlying FRA convention.
- convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the convention property.
- convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the underlying FX Swap convention.
- convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(IborFutureConvention) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
Sets the underlying futures convention.
- convention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the convention property.
- conversionFactor(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactor(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the conversionFactor property in the builder
from an array of objects.
- conversionFactor() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the conversionFactor property.
- convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a CurrencyAmount into an amount in the specified
currency using the rates in this matrix.
- convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a MultipleCurrencyAmount into an amount in the
specified currency using the rates in this matrix.
- convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Converts an amount in a currency to an amount in a different currency using this rate.
- convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business day convention string to a BusinessDayConvention.
- convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML date to a LocalDate.
- convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML day count string to a DayCount.
- convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment
-
Converts this payment to an equivalent payment in the specified currency.
- convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyConvertible
-
Returns a copy of the object with any currency amounts converted into the reporting currency.
- convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency string to a Frequency.
- convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business center string to a HolidayCalendar.
- convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML tenor string to a Tenor.
- convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML roll convention string to a RollConvention.
- convexityFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the convexity of the fixed coupon bond product from yield.
- COP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'COP' - Colombian Peso.
- copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Copies this array into the specified array.
- copyOf(List<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from a list of Double.
- copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from an array of double.
- copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance from a double[][].
- counterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the counterCurrencyAmount property.
- counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates.Meta
-
The meta-property for the counterCurrencyDiscountFactors property.
- counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
-
The meta-property for the counterCurrencyPayment property.
- counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfo.Builder
-
Sets the counterparty identifier, optional.
- counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the counterparty property.
- countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- Country - Class in com.opengamma.strata.basics.location
-
A country or territory.
- coupon(double) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
-
Sets the coupon used to calculate fee payments.
- coupon - Variable in class com.opengamma.strata.product.credit.ExpandedCds
-
The coupon used to calculate fee payments.
- coupon() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
The meta-property for the coupon property.
- coupon(double) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
Sets the coupon.
- coupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
The meta-property for the coupon property.
- couponEquivalent(SwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the coupon equivalent of a swap leg.
- create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
- create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
Returns an empty builder with the specified market data feed.
- createAdjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of adjusted dates in the schedule.
- createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
Invoked to create the aggregate result when the individual calculations are complete.
- createCalculationConfig(List<? extends CalculationTarget>, List<Column>, PricingRules, MarketDataRules, ReportingRules) - Method in interface com.opengamma.strata.calc.runner.CalculationRunner
-
Creates configuration for a set of calculations.
- createCalculationConfig(List<? extends CalculationTarget>, List<Column>, PricingRules, MarketDataRules, ReportingRules) - Method in class com.opengamma.strata.calc.runner.DefaultCalculationRunner
-
- createCalculationTasks(CalculationTasksConfig) - Method in interface com.opengamma.strata.calc.runner.CalculationRunner
-
Creates a set of calculations for calculating a set of measures for a set of targets.
- createCalculationTasks(CalculationTasksConfig) - Method in class com.opengamma.strata.calc.runner.DefaultCalculationRunner
-
- createFunction() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Returns the function instance that performs the calculation.
- createFunction(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
Returns a function instance created using the specified constructor arguments.
- createFunction() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
Returns a function instance created using the constructor arguments from the configuration.
- createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, IsdaCompliantYieldCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- createIsdaDiscountCurve(LocalDate, IsdaYieldCurveInputs) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- createScenarioValue(MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.ScenarioMarketDataKey
-
Creates an instance of the scenario market data object from a box containing data of the same underlying
type.
- createSchedule() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the schedule from the definition.
- createSchedule(Schedule) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Creates the payment schedule based on the accrual schedule.
- createSchedule(SchedulePeriod, RollConvention) - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Creates the reset schedule based on the accrual schedule.
- createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of unadjusted dates in the schedule.
- createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains the underlying ZeroRateSensitivity.
- createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains the underlying ZeroRateSensitivity.
- creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
The meta-property for the creditCurvePoints property.
- CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.
- CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.
- CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.
- CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.
- cs01BucketedHazard(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
- cs01BucketedPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
- cs01ParallelHazard(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in hazard rates.
- cs01ParallelPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.
- CsvFile - Class in com.opengamma.strata.collect.io
-
A CSV file.
- CsvOutput - Class in com.opengamma.strata.collect.io
-
Outputs a CSV formatted file.
- CsvOutput(Appendable) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, using the system default line separator.
- CsvOutput(Appendable, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line charactor to be controlled.
- Currency - Class in com.opengamma.strata.basics.currency
-
A unit of currency.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Builder
-
Sets the currency of the values.
- currency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the currency of the leg.
- currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.id.DiscountFactorsId.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the primary currency of the product.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
Sets the currency of the reference.
- currency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the currency of the CDS.
- currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
Sets the currency that the equity is quoted in.
- currency() - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the currency that the future is quoted in.
- currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the currency of the swap leg.
- currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the currency of the swap leg associated with the notional.
- currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the leg currency.
- currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for CurrencyAmount.
- CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the currency exposure of the calculation target.
- CurrencyAmount - Class in com.opengamma.strata.basics.currency
-
An amount of a currency.
- CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a currency amount.
- CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- CurrencyAwareCalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
-
A function that calculates multiple values for a target using multiple sets of market data.
- CurrencyAwareCalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner.function
-
A function that calculates currency values for a target using multiple sets of market data.
- CurrencyConvertible<R> - Interface in com.opengamma.strata.calc.runner.function
-
Interface for objects containing currency amounts that can be automatically converted to a different currency
by the calculation engine for reporting purposes.
- currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
- currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
- currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.value.FxForwardRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.value.FxIndexRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the currency exposure of the foreign exchange vanilla option product.
- currencyExposure(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Computes the currency exposure by discounting each payment in its own currency.
- currencyExposure(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the currency exposure by discounting each payment in its own currency.
- currencyExposure(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the currency exposure of the FX swap product.
- currencyExposure(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
-
- currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the currency exposure.
- currencyExposure(DeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the currency exposure of the deliverable swap futures trade.
- currencyExposure(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
-
Computes the currency exposure of the swaption product.
- currencyExposure(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
-
Computes the currency exposure of the swaption product.
- currencyExposure(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Computes the currency exposure of the swaption product.
- currencyExposure(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Computes the currency exposure of the swaption product.
- currencyExposure(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Computes the currency exposure of the swaption product.
- currencyExposure(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Computes the currency exposure of the swaption trade
- currencyExposure(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Computes the currency exposure of the swaption product.
- currencyExposure(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade
- CurrencyPair - Class in com.opengamma.strata.basics.currency
-
An ordered pair of currencies, such as 'EUR/USD'.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the currency pair.
- currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
Sets the currency pair for which the volatility data are presented.
- currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
Sets the currency pair for which the volatility data are presented.
- currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the currency pair associated with the convention.
- currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the currencyPair property.
- CurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result
-
An array of currency values in one currency representing the result of the same calculation
performed for multiple scenarios.
- CurrencyValuesArray.Builder - Class in com.opengamma.strata.calc.runner.function.result
-
The bean-builder for CurrencyValuesArray.
- CurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
-
The meta-bean for CurrencyValuesArray.
- currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the current of the swaption trade.
- currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the current of the swaption trade.
- currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the current of the swaption trade.
- currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the current of the swaption trade.
- currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the current of the swaption trade.
- currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the current of the swaption trade.
- Curve - Interface in com.opengamma.strata.market.curve
-
A curve that maps a double x-value to a double y-value.
- curve(LocalDate, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- curve(LocalDate, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Creates the curve from an array of parameter values.
- curve(LocalDate, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Creates the curve from an array of parameter values.
- curve() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
-
The meta-property for the curve property.
- curve(NodalCurve) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
Sets the volatility term structure.
- curve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
The meta-property for the curve property.
- CURVE_CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for CurveCurrencyParameterSensitivity.
- CurveCalibrator - Class in com.opengamma.strata.pricer.calibration
-
Curve calibrator.
- curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
The meta-property for the curveConvention property.
- curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.curve
-
Currency-based parameter sensitivity for a collection of curves.
- CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveCurrencyParameterSensitivities.
- CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against curve currency parameter sensitivities.
- CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
-
- CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.curve
-
Parameter sensitivity for a single curve.
- CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveCurrencyParameterSensitivity.
- CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Token evaluator for curve currency parameter sensitivity.
- CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
-
- curveDefinition(NodalCurveDefinition) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the curve definition.
- curveDefinition() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
The meta-property for the curveDefinition property.
- CurveExtrapolator - Interface in com.opengamma.strata.basics.interpolator
-
Interface for extrapolators which extrapolate beyond the ends of a curve.
- CurveExtrapolators - Class in com.opengamma.strata.market.interpolator
-
The standard set of curve extrapolators.
- CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Computes the cross-gamma and related figures to the rate curves parameters for rates provider.
- CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Create an instance of the finite difference calculator.
- curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
Adds a mapping that sets the curve group used to look up curves.
- CurveGroup - Class in com.opengamma.strata.market.curve
-
A group of curves.
- CurveGroup.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveGroup.
- CurveGroup.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroup.
- CurveGroupDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a group of curves.
- CurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroupDefinition.
- CurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve
-
A mutable builder for creating instances of CurveGroupDefinition.
- CurveGroupDefinitionBuilder() - Constructor for class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
-
- CurveGroupEntry - Class in com.opengamma.strata.market.curve
-
A single entry in the curve group definition.
- CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveGroupEntry.
- CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroupEntry.
- CurveGroupId - Class in com.opengamma.strata.market.id
-
Market data ID identifying a group of curves that are built together.
- CurveGroupId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for CurveGroupId.
- CurveGroupKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a group of curves that are built together.*
- CurveGroupKey.Builder - Class in com.opengamma.strata.market.key
-
The bean-builder for CurveGroupKey.
- CurveGroupKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for CurveGroupKey.
- CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
- CurveGroupMarketDataFunction(RootFinderConfig, CalibrationMeasures) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
-
Creates a new function for building curve groups that delegates to curveBuilder to perform calibration.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
-
The meta-property for the curveGroupName property.
- CurveGroupName - Class in com.opengamma.strata.market.curve
-
The name of a curve group.
- curveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountFactorsId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexRatesId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Builder
-
Sets the name of the curve group containing the curve.
- curveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
The meta-property for the curveGroupName property.
- CurveId - Interface in com.opengamma.strata.market.id
-
Market data ID identifying a curve.
- CurveInfoType<T> - Class in com.opengamma.strata.market.curve
-
The type of additional curve information.
- CurveInputs - Class in com.opengamma.strata.market.curve
-
The input data used when calibrating a curve.
- CurveInputs.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveInputs.
- CurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveInputs.
- CurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID for a set of market data used when calibrating a curve.
- CurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for CurveInputsId.
- CurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the input data used when calibrating a curve.
- CurveInputsKey.Builder - Class in com.opengamma.strata.market.key
-
The bean-builder for CurveInputsKey.
- CurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for CurveInputsKey.
- CurveInputsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
Market data function that builds the input data used when calibrating a curve.
- CurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
-
- CurveInterpolator - Interface in com.opengamma.strata.basics.interpolator
-
Interface for interpolators that interpolate between points on a curve.
- CurveInterpolators - Class in com.opengamma.strata.market.interpolator
-
The standard set of curve interpolators.
- CurveKey - Interface in com.opengamma.strata.market.key
-
A market data key identifying a yield curve.
- curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
Sets the metadata for the curve.
- curveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
The meta-property for the curveMetadata property.
- CurveMetadata - Interface in com.opengamma.strata.market.curve
-
Metadata about a curve and curve parameters.
- curveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
The meta-property for the curveName property.
- CurveName - Class in com.opengamma.strata.market.curve
-
The name of a curve.
- curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the curveName property.
- curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the curve name.
- curveName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
The meta-property for the curveName property.
- curveName(CurveName) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Builder
-
Sets the name of the curve.
- curveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
The meta-property for the curveName property.
- CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
A market data filter which matches a curve by name.
- CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
The meta-bean for CurveNameFilter.
- CurveNode - Interface in com.opengamma.strata.market.curve
-
A node in the configuration specifying how to calibrate a curve.
- CurveParallelShift - Class in com.opengamma.strata.market.curve.perturb
-
Perturbation which applies a parallel shift to a curve.
- CurveParallelShift.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for CurveParallelShift.
- CurveParallelShifts - Class in com.opengamma.strata.function.marketdata.curve
-
Perturbation which applies a parallel shift to a curve.
- CurveParallelShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
-
The meta-bean for CurveParallelShifts.
- CurveParameterMetadata - Interface in com.opengamma.strata.market.curve
-
Information about a parameter underlying a curve.
- curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.value.DiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
- curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
- curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
- curveParameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.value.FxForwardRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.value.FxIndexRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.value.IborIndexRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.value.PriceIndexValues
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
- curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
- curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
-
- curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Computes the parameter sensitivity.
- curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the parameter sensitivity.
- CurveParameterSize - Class in com.opengamma.strata.market.curve
-
The curve name and number of parameters.
- CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveParameterSize.
- CurvePointShift - Class in com.opengamma.strata.market.curve.perturb
-
A perturbation that applies different shifts to specific points on a curve.
- CurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for CurvePointShift.
- CurvePointShiftBuilder - Class in com.opengamma.strata.market.curve.perturb
-
- CurvePointShifts - Class in com.opengamma.strata.function.marketdata.curve
-
A perturbation that applies different shifts to specific points on a curve.
- CurvePointShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
-
The meta-bean for CurvePointShifts.
- CurvePointShiftsBuilder - Class in com.opengamma.strata.function.marketdata.curve
-
- CurveRateIndexFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
A market data filter matching a curve for a rate index.
- CurveRateIndexFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
-
The meta-bean for CurveRateIndexFilter.
- Curves - Class in com.opengamma.strata.market.curve
-
Helper for creating common types of curves.
- CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.curve
-
Unit parameter sensitivity for a collection of curves.
- CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveUnitParameterSensitivities.
- CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.curve
-
Unit parameter sensitivity for a single curve.
- CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveUnitParameterSensitivity.
- CZ - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'CZ' - Czech Republic.
- CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CZK' - Czeck Krona.
- Failure - Class in com.opengamma.strata.collect.result
-
Description of a failed result.
- failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result specifying the failure reason.
- failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason.
- failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason and message.
- failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a failed result from another failed result.
- failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result containing a failure.
- failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
The meta-property for the failure property.
- failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates a result for an unsuccessful evaluation of an expression.
- Failure.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for Failure.
- FailureException - Exception in com.opengamma.strata.collect.result
-
An exception thrown when a failure
Result is encountered and the failure can't be handled.
- FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException
-
Returns an exception wrapping a failure that couldn't be handled.
- FailureItem - Class in com.opengamma.strata.collect.result
-
Details of a single failed item in a failure.
- FailureItem.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for FailureItem.
- FailureReason - Enum in com.opengamma.strata.collect.result
-
Represents the reason why failure occurred.
- farLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
-
The meta-property for the farLeg property.
- farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
The meta-property for the farLeg property.
- FeedIdMapping - Interface in com.opengamma.strata.calc.marketdata.mapping
-
Provides mappings from
ObservableId instances requested by calculations to ID instances that
are suitable for querying a market data feed to get the market data.
- feeLeg(FeeLeg) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the fee leg.
- feeLeg() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the feeLeg property.
- FeeLeg - Class in com.opengamma.strata.product.credit
-
The fee leg of a credit default swap (CDS).
- FeeLeg.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for FeeLeg.
- FeeLeg.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for FeeLeg.
- FI - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FI' - Finland.
- field(int, String) - Method in class com.opengamma.strata.collect.io.CsvFile
-
Gets a single field value from a row by column header.
- FieldName - Class in com.opengamma.strata.basics.market
-
The name of a field in a market data record.
- fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
The meta-property for the fieldName property.
- fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
The meta-property for the fieldName property.
- fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
The meta-property for the fieldName property.
- fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
The meta-property for the fieldName property.
- FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for file resource locators.
- filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the zero.
- filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the same value.
- filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the zero.
- filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the same value.
- filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
- filter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
The meta-property for the filter property.
- filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Create a new time-series by filtering this one.
- finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the finalExchange property.
- finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the finalExchange property.
- finalStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in final stub, optional.
- finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the finalStub property.
- FinanceTrade - Interface in com.opengamma.strata.product
-
A trade with additional structured information.
- find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Finds an instance by name.
- findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds an attribute by name, or empty if not found.
- findAttribute(String) - Method in interface com.opengamma.strata.product.Attributable
-
Finds the value of an attribute by key.
- findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds the child element with the specified name, or empty if not found,
throwing an exception if more than one.
- findCurve(CurveName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Finds the curve with the specified name.
- findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Finds the discount curve for the currency if there is one in the group.
- findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Finds the entry for the curve group with the specified name.
- findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Finds the forward curve for the index if there is one in the group.
- findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Attempts to locate a rate index by reference name.
- findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Finds curve information of a specific type.
- findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Finds the payment period applicable on the specified date.
- findSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- findSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Finds a single sensitivity instance by name.
- findSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
-
Deprecated.
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the first property.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first delivery date.
- firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the firstDeliveryDate property.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
-
Computes the first derivative of the curve.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first notice date.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the firstNoticeDate property.
- firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the first rate of the first regular reset period, optional.
- firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the firstRegularRate property.
- firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the firstRegularStartDate property.
- FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixed rate, as defined in the contract.
- FixedCouponBond - Class in com.opengamma.strata.product.bond
-
A fixed coupon bond.
- FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBond.
- FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBond.
- FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A period over which a fixed coupon is paid.
- FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondPaymentPeriod.
- FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondPaymentPeriod.
- FixedCouponBondProduct - Interface in com.opengamma.strata.product.bond
-
A fixed coupon bond.
- FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a fixed coupon bond.
- FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondTrade.
- FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondTrade.
- fixedCurrency(Currency) - Static method in interface com.opengamma.strata.calc.config.ReportingRules
-
Returns a rule that always returns the same reporting currency.
- FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Ibor swap conventions.
- FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Ibor interest rate swap.
- FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FixedIborSwapCurveNode.
- FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FixedIborSwapCurveNode.
- FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Ibor swap trades.
- FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedIborSwapTemplate.
- FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedIborSwapTemplate.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Overnight swap conventions.
- FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Overnight interest rate swap.
- FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FixedOvernightSwapCurveNode.
- FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FixedOvernightSwapCurveNode.
- FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Overnight swap trades.
- FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedOvernightSwapTemplate.
- FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedOvernightSwapTemplate.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the fixed interest rate to be paid.
- fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the fixedRate property.
- fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the fixed rate for the fixing date, optional.
- fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the fixedRate property.
- fixedRate(Double) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
Sets the fixed rate to use in the stub.
- fixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
The meta-property for the fixedRate property.
- FixedRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a fixed rate swap leg.
- FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FixedRateCalculation.
- FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FixedRateCalculation.
- FixedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines a known fixed rate of interest.
- FixedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for FixedRateObservation.
- FixedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for FixedRateObservation.
- FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the fixed leg of rate swap trades.
- FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedRateSwapLegConvention.
- FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedRateSwapLegConvention.
- FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixing date.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
The meta-property for the fixingDate property.
- fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the fixingDate property.
- fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
The meta-property for the fixingDate property.
- fixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the fixing date to use to determine a rate for the reset period.
- fixingDate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
-
Sets the date of the index fixing.
- fixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
-
Sets the date of the index fixing.
- fixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
Sets the date of the FX reset fixing.
- fixingDate() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
Sets the date of the FX reset fixing.
- fixingDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the fixingDate property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the fixing date.
- fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the offset of the FX reset fixing date from each adjusted accrual date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the fixingDateOffset property.
- FixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each rate fixing is made relative to.
- fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the fixingRelativeTo property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the fixingRelativeTo property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the base date that each fixing is made relative to, optional with defaulting getter.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the fixingRelativeTo property.
- fixings(List<IborAveragedFixing>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
-
Sets the list of fixings.
- fixings(IborAveragedFixing...) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
-
Sets the fixings property in the builder
from an array of objects.
- fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
The meta-property for the fixings property.
- FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of historical fixing series into memory from CSV resources.
- FLAT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
-
Flat extrapolator.
- flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes
and then applies the supplied function to the successes.
- flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the flatLeg property.
- flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the flatLeg property.
- flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that returns another result.
- floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingRate(IborRateObservation) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
-
Sets the floating rate of interest.
- floatingRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
-
The meta-property for the floatingRate property.
- floatingRate(RateObservation) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
-
Sets the floating rate of interest.
- floatingRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
The meta-property for the floatingRate property.
- FloatingRateName - Class in com.opengamma.strata.basics.index
-
A floating rate index name, such as Libor, Euribor or US Fed Fund.
- FloatingRateName.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for FloatingRateName.
- FloatingRateNames - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Floating rate indices.
- FloatingRateType - Enum in com.opengamma.strata.basics.index
-
The type of a floating rate index.
- FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Following' convention which adjusts to the next business day.
- forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Applies an action to each value in the array.
- forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Applies an action to each value in the matrix.
- forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an action to each pair in the time series.
- FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The forecast value.
- forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the forecastValue property.
- forecastValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value of the FRA product.
- forecastValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value of the FRA trade.
- forecastValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value of the swap leg.
- forecastValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value of the swap product.
- forecastValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value of the swap trade.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the forecast value of a single payment event.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the forecast value of a single payment period.
- forecastValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value sensitivity of the FRA product.
- forecastValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value sensitivity of the FRA trade.
- forecastValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value sensitivity of the swap leg.
- forecastValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value sensitivity of the swap product.
- forecastValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value sensitivity of the swap trade.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the forecast value sensitivity of a single payment event.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single payment period.
- format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting a single argument.
- format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting arguments.
- FormatCategory - Enum in com.opengamma.strata.report.framework.format
-
Defines categories of data types.
- formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
- formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a piece of data for display.
- formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
-
- formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for use in a CSV file.
- formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for display.
- FormatSettings<T> - Class in com.opengamma.strata.report.framework.format
-
Contains formatting settings for a specific type.
- FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format
-
The meta-bean for FormatSettings.
- FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format
-
Provides and caches format settings across types.
- FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
Creates an instance.
- formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the formatter property.
- formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a value into a string.
- forward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
The meta-property for the forward property.
- forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
The meta-property for the forward property.
- forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the forward property.
- FORWARD_FX_RATE - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the forward FX rate of the calculation target.
- forwardCurves(Map<? extends Index, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
Sets the forward curves in the group, keyed by index.
- forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
The meta-property for the forwardCurves property.
- forwardFxRate(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the forward exchange rate.
- forwardFxRate(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the forward exchange rate.
- forwardFxRatePointSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the forward exchange rate point sensitivity.
- forwardFxRateSpotSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the sensitivity of the forward exchange rate to the spot rate.
- ForwardPriceIndexValues - Class in com.opengamma.strata.market.value
-
Provides values for a Price index from a forward curve.
- ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.value
-
The meta-bean for ForwardPriceIndexValues.
- FpmlDocument - Class in com.opengamma.strata.loader.fpml
-
Provides data about the whole FpML document and parse helper methods.
- FpmlDocument(XmlElement, Map<String, XmlElement>, String) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument
-
Creates an instance, based on the specified element.
- FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml
-
Loader of trade data in FpML format.
- FpmlParseException - Exception in com.opengamma.strata.loader.fpml
-
Exception thrown when parsing FpML.
- FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
-
Creates an instance based on a message.
- FpmlParseException(Throwable) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
-
Creates an instance based on a cause.
- FpmlParseException(String, Throwable) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
-
Creates an instance based on a message and cause.
- FpmlTradeParser - Interface in com.opengamma.strata.loader.fpml
-
Pluggable FpML trade parser.
- FR - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FR' - France.
- Fra - Class in com.opengamma.strata.product.fra
-
A forward rate agreement (FRA).
- Fra.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for Fra.
- Fra.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for Fra.
- FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
The calibrator for
FraTrade using par spread discounting.
- FraBucketedGammaPv01Function - Class in com.opengamma.strata.function.calculation.fra
-
Calculates Gamma PV01, the second-order present value sensitivity of a
FraTrade
for each of a set of scenarios.
- FraBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraBucketedGammaPv01Function
-
- FraBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fra
-
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FraTrade.
- FraBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraBucketedPv01Function
-
- FraConvention - Interface in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
The meta-property for the fraction property.
- FraCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Forward Rate Agreement (FRA).
- FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FraCurveNode.
- FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FraCurveNode.
- FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
-
A convention defining how to discount Forward Rate Agreements (FRAs).
- FraExplainPvFunction - Class in com.opengamma.strata.function.calculation.fra
-
Obtains the explain map for present value on a FraTrade.
- FraExplainPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraExplainPvFunction
-
- FraFunctionGroups - Class in com.opengamma.strata.function.calculation.fra
-
Contains function groups for built-in FRA calculation functions.
- FraParRateFunction - Class in com.opengamma.strata.function.calculation.fra
-
Calculates the par rate of a FraTrade for each of a set of scenarios.
- FraParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraParRateFunction
-
- FraParSpreadFunction - Class in com.opengamma.strata.function.calculation.fra
-
Calculates the par spread of a FraTrade for each of a set of scenarios.
- FraParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraParSpreadFunction
-
- FraProduct - Interface in com.opengamma.strata.product.fra
-
A product representing a forward rate agreement (FRA).
- FraPv01Function - Class in com.opengamma.strata.function.calculation.fra
-
Calculates PV01, the present value sensitivity of a FraTrade.
- FraPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraPv01Function
-
- FraPvFunction - Class in com.opengamma.strata.function.calculation.fra
-
Calculates the present value of a FraTrade for each of a set of scenarios.
- FraPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraPvFunction
-
- FraTemplate - Class in com.opengamma.strata.product.fra.type
-
A template for creating a forward rate agreement (FRA) trade.
- FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for FraTemplate.
- FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for FraTemplate.
- FraTrade - Class in com.opengamma.strata.product.fra
-
A trade in a forward rate agreement (FRA).
- FraTrade.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for FraTrade.
- FraTrade.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for FraTrade.
- Frequency - Class in com.opengamma.strata.basics.schedule
-
A periodic frequency used by financial products that have a specific event every so often.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the regular periodic frequency to use.
- frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periodic frequency used when building the schedule.
- frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the frequency property.
- FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Friday/Saturday weekends.
- FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
The holiday calendar for Paris, France, with code 'FRPA'.
- function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Function interface.
- functionArguments(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Builder
-
Sets the constructor arguments from the pricing rules, used when creating the function instance.
- functionArguments() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
The meta-property for the functionArguments property.
- functionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
The meta-property for the functionArguments property.
- functionConfig(FunctionConfig) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Builder
-
Sets configuration of the function that will calculate the value.
- functionConfig() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
The meta-property for the functionConfig property.
- FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
-
Configuration of a function that performs a calculation.
- functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
- functionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
The meta-property for the functionConfig property.
- functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
-
Returns configuration for a function to calculate the value of a measure for a target.
- FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
-
The meta-bean for FunctionConfig.
- FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
-
- functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.config.pricing
-
A function group provides configuration for functions that perform calculations.
- functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
- functionGroup() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
The meta-property for the functionGroup property.
- functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
-
Sets the function group that performs the calculations matching the rule.
- functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Returns a function group specifying how a measure should be calculated for the target.
- FunctionGroupName - Class in com.opengamma.strata.calc.config.pricing
-
- FunctionRequirements - Class in com.opengamma.strata.calc.marketdata
-
Specifies the market data required for a function to perform a calculation.
- FunctionRequirements.Builder - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for FunctionRequirements.
- FunctionRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for FunctionRequirements.
- functionType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
The meta-property for the functionType property.
- FunctionUtils - Class in com.opengamma.strata.calc.runner.function
-
Static utility methods useful when writing calculation functions.
- futureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the futureExpiryDate property.
- FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.common
-
The style of premium for an option on a futures contract.
- futurePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the futurePrice property.
- futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the futurePrice property.
- futureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
The meta-property for the futureSecurityId property.
- futureSecurityId(StandardId) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
Sets the ID of the underlying future.
- futureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
The meta-property for the futureSecurityId property.
- fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the first array to the matching index in the second array within a tolerance.
- fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the array to zero within a tolerance.
- FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
The calibrator for
FxSwapTrade using par spread discounting.
- FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
-
Defines a standard mechanism for converting an object representing one or more
monetary amounts to a single currency.
- FxConvertibleList - Class in com.opengamma.strata.calc.runner.function.result
-
A list of currency values representing the result of the same calculation performed for multiple scenarios.
- FxConvertibleList.Builder - Class in com.opengamma.strata.calc.runner.function.result
-
The bean-builder for FxConvertibleList.
- FxConvertibleList.Meta - Class in com.opengamma.strata.calc.runner.function.result
-
The meta-bean for FxConvertibleList.
- fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
- fxForwardRates() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
-
The meta-property for the fxForwardRates property.
- FxForwardRates - Interface in com.opengamma.strata.market.value
-
Provides access to rates for a currency pair.
- fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the forward FX rates for a currency pair.
- FxForwardSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a forward rate of an FX rate for a currency pair.
- FxForwardSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for FxForwardSensitivity.
- FxIndex - Interface in com.opengamma.strata.basics.index
-
An index of foreign exchange rates.
- fxIndexRates(FxIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
- FxIndexRates - Interface in com.opengamma.strata.market.value
-
Provides access to rates for an FX index.
- fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an FX index.
- FxIndexRatesKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the rates for an FX index.
- FxIndexRatesKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for FxIndexRatesKey.
- FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a forward rate of an FX rate for an FX index.
- FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for FxIndexSensitivity.
- FxIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard foreign exchange indices.
- fxKey(FxRateKey) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the key identifying the market data value which provides the FX rate.
- fxKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the fxKey property.
- FxMatrix - Class in com.opengamma.strata.basics.currency
-
A matrix of foreign exchange rates.
- FxMatrix.Builder - Class in com.opengamma.strata.basics.currency
-
Builder class for FxMatrix.
- FxNdf - Class in com.opengamma.strata.product.fx
-
A Non-Deliverable Forward (NDF).
- FxNdf.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxNdf.
- FxNdf.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxNdf.
- FxNdfBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxNdfTrade.
- FxNdfBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfBucketedPv01Function
-
- FxNdfCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the currency exposure of an FxNdfTrade for each of a set of scenarios.
- FxNdfCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfCurrencyExposureFunction
-
- FxNdfForwardFxRateFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the future FX rate of an FxNdfTrade for each of a set of scenarios.
- FxNdfForwardFxRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfForwardFxRateFunction
-
- FxNdfFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
-
Contains function groups for built-in FX Non-Deliverable Forward (NDF) calculation functions.
- FxNdfProduct - Interface in com.opengamma.strata.product.fx
-
A product representing a Non-Deliverable Forward (NDF).
- FxNdfPv01Function - Class in com.opengamma.strata.function.calculation.fx
-
Calculates PV01, the present value sensitivity of a FxNdfTrade.
- FxNdfPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfPv01Function
-
- FxNdfPvFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the present value of an FxNdfTrade for each of a set of scenarios.
- FxNdfPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfPvFunction
-
- FxNdfTrade - Class in com.opengamma.strata.product.fx
-
A trade in a Non-Deliverable Forward (NDF).
- FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxNdfTrade.
- FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxNdfTrade.
- fxNearKey(FxRateKey) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the key identifying the market data value which provides the FX near (spot) date rate.
- fxNearKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the fxNearKey property.
- FxOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to an implied volatility for a FX option model.
- FxOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for FxOptionSensitivity.
- fxPtsKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the key identifying the market data value which provides the FX forward points.
- fxPtsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the fxPtsKey property.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the FX rate for the specified currency pair.
- FxRate - Class in com.opengamma.strata.basics.currency
-
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- FxRate.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for FxRate.
- FxRateConfig - Class in com.opengamma.strata.function.marketdata.fx
-
Configuration defining how to create
FxRate instances from observable market data.
- FxRateConfig.Builder - Class in com.opengamma.strata.function.marketdata.fx
-
The bean-builder for FxRateConfig.
- FxRateConfig.Meta - Class in com.opengamma.strata.function.marketdata.fx
-
The meta-bean for FxRateConfig.
- FxRateId - Class in com.opengamma.strata.basics.market
-
Identifies the market data for an FX rate.
- FxRateId.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for FxRateId.
- FxRateKey - Class in com.opengamma.strata.basics.market
-
Market data key identifying an FX rate.
- FxRateKey.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for FxRateKey.
- FxRateMarketDataFunction - Class in com.opengamma.strata.function.marketdata.fx
-
Function which builds
FxRate instances from observable market data.
- FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
-
- FxRateProvider - Interface in com.opengamma.strata.basics.currency
-
A provider of FX rates.
- fxRateProvider() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates.Meta
-
The meta-property for the fxRateProvider property.
- fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
-
Sets the provider of foreign exchange rates.
- fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the fxRateProvider property.
- FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of FX rates into memory from CSV resources.
- FxReset - Class in com.opengamma.strata.product.swap
-
An FX rate conversion for the notional amount of a swap leg.
- fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the FX reset definition, optional.
- fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the fxReset property.
- fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the FX reset definition, optional.
- fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the fxReset property.
- FxReset.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FxReset.
- FxReset.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxReset.
- FxResetCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
- FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FxResetCalculation.
- FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxResetCalculation.
- FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each FX reset fixing is made relative to.
- FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
-
An exchange of notionals between two counterparties where FX reset applies.
- FxResetNotionalExchange.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FxResetNotionalExchange.
- FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxResetNotionalExchange.
- FxSingle - Class in com.opengamma.strata.product.fx
-
A single foreign exchange, such as an FX forward or FX spot.
- FxSingle.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSingle.
- FxSingleBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSingleTrade.
- FxSingleBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleBucketedPv01Function
-
- FxSingleCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the currency exposure of an FxSingleTrade for each of a set of scenarios.
- FxSingleCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleCurrencyExposureFunction
-
- FxSingleForwardFxRateFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the future FX rate of an FxSingleTrade for each of a set of scenarios.
- FxSingleForwardFxRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleForwardFxRateFunction
-
- FxSingleFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
-
Contains function groups for built-in FX calculation functions.
- FxSingleParSpreadFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the par spread of an FxSingleTrade for each of a set of scenarios.
- FxSingleParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleParSpreadFunction
-
- FxSingleProduct - Interface in com.opengamma.strata.product.fx
-
A product representing a simple foreign exchange between two counterparties.
- FxSinglePv01Function - Class in com.opengamma.strata.function.calculation.fx
-
Calculates PV01, the present value sensitivity of a FxSingleTrade.
- FxSinglePv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSinglePv01Function
-
- FxSinglePvFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the present value of an FxSingleTrade for each of a set of scenarios.
- FxSinglePvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSinglePvFunction
-
- FxSingleTrade - Class in com.opengamma.strata.product.fx
-
A foreign exchange trade, such as an FX forward or FX spot.
- FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxSingleTrade.
- FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSingleTrade.
- FxSwap - Class in com.opengamma.strata.product.fx
-
An FX swap.
- FxSwap.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSwap.
- FxSwapBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSwapTrade.
- FxSwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapBucketedPv01Function
-
- FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
-
A market convention for FX Swap trades.
- FxSwapConventions - Class in com.opengamma.strata.product.fx.type
-
Market standard FX swap conventions.
- FxSwapCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the currency exposure of an FxSwapTrade for each of a set of scenarios.
- FxSwapCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapCurrencyExposureFunction
-
- FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an FX Swap.
- FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FxSwapCurveNode.
- FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FxSwapCurveNode.
- FxSwapFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
-
Contains function groups for built-in FX swap calculation functions.
- FxSwapParSpreadFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the par spread of an FxSwapTrade for each of a set of scenarios.
- FxSwapParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapParSpreadFunction
-
- FxSwapProduct - Interface in com.opengamma.strata.product.fx
-
A product representing a foreign exchange swap.
- FxSwapPv01Function - Class in com.opengamma.strata.function.calculation.fx
-
Calculates PV01, the present value sensitivity of a FxSwapTrade.
- FxSwapPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapPv01Function
-
- FxSwapPvFunction - Class in com.opengamma.strata.function.calculation.fx
-
Calculates the present value of an FxSwapTrade for each of a set of scenarios.
- FxSwapPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapPvFunction
-
- FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
-
A template for creating an FX swap trade.
- FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for FxSwapTemplate.
- FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for FxSwapTemplate.
- FxSwapTrade - Class in com.opengamma.strata.product.fx
-
A trade in an FX swap.
- FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxSwapTrade.
- FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSwapTrade.
- FxVanillaOption - Class in com.opengamma.strata.product.fx
-
A vanilla FX option.
- FxVanillaOption.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxVanillaOption.
- FxVanillaOption.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxVanillaOption.
- FxVanillaOptionProduct - Interface in com.opengamma.strata.product.fx
-
A product representing an FX vanilla option.
- FxVanillaOptionTrade - Class in com.opengamma.strata.product.fx
-
A trade in a vanilla FX option.
- FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxVanillaOptionTrade.
- FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxVanillaOptionTrade.
- FxVolatilitySurfaceYearFractionNodeMetadata - Class in com.opengamma.strata.market.surface.meta
-
Surface node metadata for a surface node with a specific time to expiry and strike.
- FxVolatilitySurfaceYearFractionNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
-
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.
- gamma(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the gamma of the foreign exchange vanilla option product.
- gammaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product.
- gammaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product based on the price of the underlying future.
- GB - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GB' - United Kingdom.
- GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The harmonized consumer price index for the United Kingdom,
"Non-revised Harmonised Index of Consumer Prices".
- GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom,
"Non-revised Retail Price Index All Items in the United Kingdom".
- GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom excluding mortgage interest payments,
"Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
- GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
The holiday calendar for London, United Kingdom, with code 'GBLO'.
- GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'GBP' - British pound.
- GBP_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-Deposit' term deposit convention with T+0 settlement date.
- GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/EUR" FX Swap convention.
- GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/EUR convention with 2 days spot date.
- GBP_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
The 'GBP-European' CDS convention.
- GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
- GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
- GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
- GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
- GBP_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
-
The 'GBP-ISDA' curve.
- GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for GBP.
- GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for GBP.
- GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for GBP.
- GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for GBP.
- GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for GBP.
- GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
- GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for GBP.
- GBP_LIBOR_BBA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
The FpML 'GBP-LIBOR-BBA' index of type 'Ibor'.
- GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SONIA index for GBP.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/USD" FX Swap convention.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/USD convention with 2 days spot date.
- GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from GBP to USD, as defined by the WM company
"Closing Spot rates".
- GBP_WMBA_SONIA_COMPOUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
The FpML 'GBP-WMBA-SONIA-COMPOUND' index of type 'OvernightCompounded'.
- GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The gearing, that the rate is multiplied by.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the gearing multiplier, defaulted to 1.
- gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the gearing property.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
-
- generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
-
Generates a rates provider from a set of parameters.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
-
Generates a rates provider from a set of parameters and calibration information.
- GenericFuture - Class in com.opengamma.strata.product.future
-
A generic futures contract based on an expiry month.
- GenericFuture.Builder - Class in com.opengamma.strata.product.future
-
The bean-builder for GenericFuture.
- GenericFuture.Meta - Class in com.opengamma.strata.product.future
-
The meta-bean for GenericFuture.
- GenericFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.future
-
Contains function groups for built-in generic future calculation functions.
- GenericFutureOption - Class in com.opengamma.strata.product.future
-
A generic futures option contract based on an expiry month.
- GenericFutureOption.Builder - Class in com.opengamma.strata.product.future
-
The bean-builder for GenericFutureOption.
- GenericFutureOption.Meta - Class in com.opengamma.strata.product.future
-
The meta-bean for GenericFutureOption.
- GenericFutureOptionFunctionGroups - Class in com.opengamma.strata.function.calculation.future
-
Contains function groups for built-in generic future option calculation functions.
- GenericFutureOptionPvFunction - Class in com.opengamma.strata.function.calculation.future
-
Calculates the present value of a GenericFutureOptionTrade for each of a set of scenarios.
- GenericFutureOptionPvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction
-
- GenericFutureOptionTrade - Class in com.opengamma.strata.product.future
-
A trade in a generic futures option contract based on an expiry month.
- GenericFutureOptionTrade.Builder - Class in com.opengamma.strata.product.future
-
The bean-builder for GenericFutureOptionTrade.
- GenericFutureOptionTrade.Meta - Class in com.opengamma.strata.product.future
-
The meta-bean for GenericFutureOptionTrade.
- GenericFuturePvFunction - Class in com.opengamma.strata.function.calculation.future
-
Calculates the present value of a GenericFutureTrade for each of a set of scenarios.
- GenericFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction
-
- GenericFutureTrade - Class in com.opengamma.strata.product.future
-
A trade in a generic futures contract based on an expiry month.
- GenericFutureTrade.Builder - Class in com.opengamma.strata.product.future
-
The bean-builder for GenericFutureTrade.
- GenericFutureTrade.Meta - Class in com.opengamma.strata.product.future
-
The meta-bean for GenericFutureTrade.
- GenericVolatilitySurfaceYearFractionMetadata - Class in com.opengamma.strata.market.surface.meta
-
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
- GenericVolatilitySurfaceYearFractionMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
-
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
- get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the value of the specified unit.
- get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Builder
-
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the value of the specified unit.
- get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.Column.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Builder
-
- get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
Returns an item of configuration that is the default of its type.
- get(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Builder
-
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- get(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Builder
-
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- get(String) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Builder
-
- get(int) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
- get(int) - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
-
Returns the result at the specified index.
- get(String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- get(int, int) - Method in class com.opengamma.strata.calc.runner.Results
-
Returns the results for a target and column for a set of scenarios.
- get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the value at the specified index in this array.
- get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the value at the specified row and column in this matrix.
- get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
-
Gets a result.
- get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets the value associated with the specified date.
- get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Gets the value associated with the specified date.
- get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets a value by key.
- get(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Builder
-
- get(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Builder
-
- get(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.SecurityLink.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.TradeInfo.Builder
-
- get(String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- get(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
-
- get(String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Gets the absolute tolerance for the root finder.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualDayCount() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the day count convention to be used for calculating the accrual.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual periods that combine to form the payment period.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the accrual period schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the accrual schedule.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the additional spread added to the price.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the addition convention to apply.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the addition convention to apply.
- getAdjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the end date, adjusted to be a valid business day.
- getAdjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the start date, adjusted to be a valid business day.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the business day adjustment that is to be applied to the unadjusted date.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAlphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the alpha sensitivity.
- getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount of the currency.
- getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the CurrencyAmount for the specified currency.
- getAmount() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the known amount schedule.
- getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the notional amount.
- getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of currency amounts.
- getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
Gets the leg amounts.
- getArguments() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns the constructor arguments used when creating function instances.
- getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets an attribute by name, throwing an exception if not found.
- getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the attributes.
- getAttributes() - Method in interface com.opengamma.strata.product.Attributable
-
Gets the entire set of additional attributes.
- getAttributes() - Method in interface com.opengamma.strata.product.Security
-
Gets the entire set of additional attributes.
- getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the set of additional trade attributes.
- getAttributes() - Method in class com.opengamma.strata.product.UnitSecurity
-
Gets the extensible set of attributes.
- getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains the set of available countries.
- getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains the set of configured currencies.
- getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains the set of configured currency pairs.
- getAveragingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the rate averaging method, defaulted to 'Unweighted'.
- getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the base currency of the pair.
- getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the base currency, positive if receiving, negative if paying.
- getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
Gets the discount factors for the base currency of the currency pair.
- getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Gets the payment in the base currency, positive if receiving, negative if paying.
- getBetaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the beta sensitivity.
- getBondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the bond group.
- getBondGroup() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Gets the bond group.
- getBondProductBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the bond products from the delivery basket.
- getBondSecurityBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the bond securities from the delivery basket.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the business day adjustment to apply.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the business day adjustment to apply to the start and end dates.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the business day adjustment to apply to the start and end dates.
- getBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the business day adjustment.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the business day adjustment to apply to the start and end date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the business day adjustment to apply to the reference date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the business day adjustment to apply to each reset date.
- getBusinessDayConvention() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the applicable business day convention for any underlying instruments.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets whether the term deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets whether the FRA is buy or sell.
- getBuySellProtection() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets whether the CDS is buy or sell.
- getBuySellProtection() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets whether the CDS is buy or sell.
- getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the byte source to access the resource.
- getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the interest rate accrual calculation.
- getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the calculation results.
- getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the calendar that defines holidays and business days.
- getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that defines the meaning of a day when performing the addition.
- getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flow by index.
- getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flows.
- getCashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
Gets the cash settlement method.
- getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the category of this type.
- getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
- getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the underlying convention.
- getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Gets a set of CDS dates fixed periods from an initial CDS date.
- getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Gets a complete set of CDS dates from some starting CDS date.
- getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource using UTF-8.
- getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource specifying the character set.
- getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets a child element by index.
- getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child element with the specified name, throwing an exception if not found or more than one.
- getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements.
- getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements matching the specified name.
- getCode() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the three letter ISO code.
- getCode() - Method in class com.opengamma.strata.basics.location.Country
-
Gets the two letter ISO code.
- getColumnCount() - Method in class com.opengamma.strata.calc.runner.Results
-
Gets the number of columns in the results.
- getColumnCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of columns in the report table.
- getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the column headers.
- getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
-
Gets the report column headers.
- getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the column headers.
- getColumnIndex() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Gets the column index of the value in the results grid.
- getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the column index of the value in the results grid.
- getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the keys corresponding to the columns.
- getColumns() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
Gets the columns that define the calculations.
- getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Returns the measures calculated by these calculations.
- getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the columns contained in the results.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the report columns, which may contain information required for formatting.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Gets the columns in the report.
- getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
- getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Gets the type of the data in each report column.
- getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
-
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getContent() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element content.
- getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the convention used to the adjust the date if it does not fall on a business day.
- getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the convention of the swap for which the data is valid.
- getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the convention of the swap for which the data is valid.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
Gets the swap convention.
- getConvention() - Method in interface com.opengamma.strata.pricer.swaption.BlackVolatilitySwaptionProvider
-
Returns the convention of the swap for which the data is valid.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
Gets the swap convention.
- getConvention() - Method in interface com.opengamma.strata.pricer.swaption.NormalVolatilitySwaptionProvider
-
Returns the convention of the swap for which the data is valid.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Gets the swap convention.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the underlying Ibor fixing deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the underlying term deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the underlying FRA convention.
- getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the underlying FX Swap convention.
- getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the underlying futures convention.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the market convention of the swap.
- getConversionFactor() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the conversion factor for each bond in the basket.
- getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the counter currency of the pair.
- getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the counter currency, positive if receiving, negative if paying.
- getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
Gets the discount factors for the counter currency of the currency pair.
- getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Gets the payment in the counter currency, positive if receiving, negative if paying.
- getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the counterparty identifier, optional.
- getCoupon() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the coupon used to calculate fee payments.
- getCoupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the coupon.
- getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the tenor at each curve node.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Returns the set of currencies held within this matrix.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of stored currencies.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the currency of the payment.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the currency of the index.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the currency of the index.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Gets the currency of the values.
- getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
Gets the currency matched by this filter.
- getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
Gets the currency of the discount factor curve that is required.
- getCurrency() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
Gets the currency of the discount factor curve that is required.
- getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
Gets the currency.
- getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId
-
Returns the currency of the curve.
- getCurrency() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
- getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
Gets the currency of the discount curve that is required.
- getCurrency() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
Gets the currency of the discount factors that are required.
- getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the currency of the point sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in interface com.opengamma.strata.market.value.DiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the currency of the underlying fixed coupon bonds.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the primary currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the currency of the reference.
- getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the currency of the CDS.
- getCurrency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the currency that the yield curve can be used to discount.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the primary currency,
providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.equity.Equity
-
Gets the currency that the equity is quoted in.
- getCurrency() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the primary currency,
providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.future.GenericFuture
-
Gets the currency of the future.
- getCurrency() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the currency of the future.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the currency that the future is quoted in.
- getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the currency of this payment.
- getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the currency of the underlying swap.
- getCurrency() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Gets the currency of the swap leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the payment currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the currency of the swap leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the currency of the event.
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the currency of the swap leg associated with the notional.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
-
Gets the currency of the payment resulting from the event.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the currency of the payment resulting from the period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the currency of the swap leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the currency of the swap leg.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the leg currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the currency pair of the index.
- getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the currency pair for which the sensitivity is computed.
- getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the currency pair for which the sensitivity is presented.
- getCurrencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the currency pair that describes the node.
- getCurrencyPair() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
Gets the currency pair that the rates are for.
- getCurrencyPair() - Method in interface com.opengamma.strata.market.value.FxForwardRates
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the currency pair for which the volatility data are presented.
- getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
-
Gets the currency pair of the provider.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the currency pair for which the volatility data are presented.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the currency pair of the template.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the currency pair associated with the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the currency pair of the template.
- getCurve() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the volatility term structure.
- getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the underlying convention.
- getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of curves.
- getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveDefinition() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the curve definition.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
Gets the name of the curve group from which discounting curves should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
Gets the name of the curve group from which discounting curves should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
Gets the name of the curve group from which curves should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
Gets the name of the curve group from which curves should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
Gets the name of the curve group from which the curve should be taken.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
Gets the name of the curve group containing the curve.
- getCurveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
Gets the name of the curve group containing the curve.
- getCurveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Gets the metadata for the curve.
- getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Provide curve meta data to capture tenor and anchor point date information
- getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Provides curve meta data to capture tenor and anchor point date information.
- getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
Gets the name of the curve matched by this filter.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the curve name.
- getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
Gets the name of the curve.
- getCurveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
Gets the name of the curve.
- getCurveName() - Method in interface com.opengamma.strata.market.value.DiscountFactors
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- getCurveName() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- getCurveName() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
- getCurveName() - Method in interface com.opengamma.strata.market.value.IborIndexRates
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Gets the name of the underlying curve.
- getCurveName() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Gets the name of the underlying curve.
- getCurveName() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Gets the name of the underlying curve.
- getCurveName() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
- getCurveName() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
- getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the cashflow data table.
- getData() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the calculation results.
- getDate() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the date that the payment is made.
- getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the date of the schedule period boundary at which the change occurs.
- getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the date.
- getDate() - Method in interface com.opengamma.strata.market.curve.DatedCurveParameterMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the date of the curve node.
- getDate() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the date that was looked up on the curve.
- getDate() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the date that was looked up on the curve.
- getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the date that was looked up on the curve.
- getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the date that the payment is made.
- getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the sequence of dates that the future is based on.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the day count convention of the index.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the day count convention of the index.
- getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the day count, optional.
- getDayCount() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the number of days to be added.
- getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the number of decimal places to round to.
- getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
-
Gets the invalid schedule definition.
- getDefinition() - Method in class com.opengamma.strata.calc.Column
-
Gets the definition of the column which specifies the column name and the measures it contains.
- getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the basket of deliverable bonds.
- getDeliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the delivery date.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the period between the start date and the end date.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the period between the start date and the end date.
- getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivative of the variable with respect to an input.
- getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivatives of the variable with respect to some inputs.
- getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the detachment date.
- getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the currencies for which the curve provides discount rates.
- getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the discount curves in the group, keyed by currency.
- getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the discount curves, defaulted to an empty map.
- getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the discount factor.
- getDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
Gets the underlying discount factor curve.
- getDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
Gets the underlying discount factor curve.
- getDiscountFactors() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscountFactors() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the method to use for discounting.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the method to use for discounting,
providing a default result if no override specified.
- getDiscountingFxSingleProductPricer() - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Returns the pricer used to price the underlying FX product.
- getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the earliest date contained in this time-series.
- getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the earliest date contained in this time-series.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEffectiveEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the effective business day adjustment to apply to the end date.
- getEffectiveFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the effective first regular start date.
- getEffectiveLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the effective last regular end date.
- getEffectiveResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that will be applied to the result.
- getEffectiveRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the effective roll convention defining how to roll dates.
- getEffectiveStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the effective business day adjustment to apply to the start date.
- getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the end date, which is the end of the last schedule period.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the end date of this period, used for financial calculations such as interest accrual.
- getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the end date of the product.
- getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the scheduled date on which the credit protection will lapse.
- getEndDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the date that the contract expires and protection ends.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the last date in the fixing period.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the last date in the fixing period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Gets the end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the end date of the leg.
- getEndDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the end date of the swap.
- getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the end date of the leg.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the end date.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the end date at each curve node.
- getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the end date at each curve node.
- getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Gets the end date, exclusive.
- getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Gets the end date, inclusive.
- getEntries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the configuration for building the curves in the group.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets ex-coupon period.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the expiry date/time of the option.
- getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the expiry date/time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date-time.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.future.GenericFuture
-
Gets the expiry date, optional.
- getExpiryDate() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the expiry date, optional.
- getExpiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date of the option.
- getExpiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the expiry zoned date time of the option.
- getExpiryDateTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the expiry date-time.
- getExpiryDateTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Gets the expiry date-time.
- getExpiryDateTime() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date-time.
- getExpiryMonth() - Method in class com.opengamma.strata.product.future.GenericFuture
-
Gets the expiry month.
- getExpiryMonth() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the expiry month.
- getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry time of the option.
- getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the time-zone of the expiry time.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
- getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException
-
Returns the details of the failure.
- getFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the failure instance indicating the reason why the calculation failed.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
Gets the foreign exchange transaction at the later date.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the later date.
- getFeeLeg() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the fee leg.
- getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId
-
Gets the field name in the market data record that contains the market data item, for example
market value.
- getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId
-
Gets the field name in the market data record that contains the data.
- getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
Gets the field name in the market data record that is required.
- getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey
-
Gets the field name in the market data record that is required.
- getFilter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
- getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the final stub if it exists.
- getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in final stub, optional.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the first element in this pair.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first delivery date.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first notice date.
- getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the first schedule period.
- getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the first rate of the first regular reset period, optional.
- getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- getFixedDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the fixed leg day count convention for underlying swap instrument points on the curve.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the payment periodic frequency for the fixed leg of any underlying swap instruments.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the fixed interest rate to be paid.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the fixed rate for the fixing date, optional.
- getFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Gets the fixed rate to use in the stub.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the fixing calendar of the index.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the calendar that the index uses.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the fixing calendar of the index.
- getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the fixing date to query the rate for.
- getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the underlying future last trading or fixing date.
- getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the fixing date that was looked up on the curve.
- getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the fixing date that was looked up on the curve.
- getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the applicable fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the fixing date to use to determine a rate for the reset period.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the date of the FX reset fixing.
- getFixingDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the date of the FX reset fixing.
- getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the fixing date from the start date,
providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the fixing date from the start date,
providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the offset of the FX reset fixing date from each adjusted accrual date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the offset of the fixing date from each adjusted reset date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The offset of the fixing date from each adjusted reset date,
providing a default result if no override specified.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the base date that each fixing is made relative to, optional with defaulting getter.
- getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Gets the list of fixings.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Gets the floating rate of interest.
- getFloatingRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the floating rate of interest.
- getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the forecast value of the cash flow.
- getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the formatter to use to convert this type into a string.
- getForward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the underlying forward rate.
- getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the underlying swap forward rate.
- getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the underlying swap forward rate.
- getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the forward curves in the group, keyed by index.
- getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the FpML root element.
- getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the fraction of the smallest decimal place to round to.
- getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the periodic frequency of the schedule period.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the regular periodic frequency to use.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the periodic frequency used when building the schedule.
- getFunctionArguments() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Gets the constructor arguments from the pricing rules, used when creating the function instance.
- getFunctionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the arguments used when creating functions.
- getFunctionConfig() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Gets configuration of the function that will calculate the value.
- getFunctionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the functions in the group, keyed by the measure they calculate.
- getFunctionGroup() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns the function group.
- getFutureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the expiry date of the underlying future.
- getFutureIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- getFutureIndex() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
-
Returns the index on which the underlying future is based.
- getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the underlying future price.
- getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the underlying future price.
- getFutureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the index on which the underlying future fixes.
- getFutureSecurityId() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
-
Returns the ID on which the underlying future is based.
- getFutureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the ID of the underlying future.
- getFxForwardRates() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
Gets the underlying FX forward rates.
- getFxKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the key identifying the market data value which provides the FX rate.
- getFxNearKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the key identifying the market data value which provides the FX near (spot) date rate.
- getFxPtsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the key identifying the market data value which provides the FX forward points.
- getFxRateProvider() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
Gets the provider of FX rates.
- getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the FX reset definition, optional.
- getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the FX reset definition, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the gearing multiplier, defaulted to 1.
- getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the column header.
- getHolidayCalendar() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the applicable holiday calendar for any instruments.
- getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of holiday dates.
- getIborIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the Ibor indices for which the curve provides forward rates.
- getId() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the primary identifier for the trade, optional.
- getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
-
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Gets the identifier, which is the label.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Gets the identifier, which is the tenor.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the identifier, which is the year-month.
- getIdentifier() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
Returns 'Empty'.
- getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- getIdentifier() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
-
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
- getIdForKey(K) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
-
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
- getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
- getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
-
- getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- getIdForKey(DiscountFactorsKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
- getIdForKey(IborIndexRatesKey) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
- getIdForKey(OvernightIndexRatesKey) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
- getIdForKey(RateIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
- getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Gets the market data ID for an item of observable market data given its key.
- getIndex() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
Gets the curve index.
- getIndex() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
Gets the index that is required.
- getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId
-
Gets the index.
- getIndex() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
Gets the index that is required.
- getIndex() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
Gets the index of the curve.
- getIndex() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
Gets the index that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
Gets the index that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
Gets the index of the market data that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
Gets the index that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
Gets the index that is required.
- getIndex() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
-
Gets the index of the curve that is required.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the index of the FX for which the sensitivity is computed.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the index on which the underlying future fixes.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the index of the curve for which the sensitivity is computed.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the index of the curve for which the sensitivity is computed.
- getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the index of the curve for which the sensitivity is computed.
- getIndex() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
Gets the index that the values are for.
- getIndex() - Method in interface com.opengamma.strata.market.value.FxIndexRates
-
Gets the FX index.
- getIndex() - Method in interface com.opengamma.strata.market.value.IborIndexRates
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Gets the Overnight index.
- getIndex() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the Ibor index of the underlying future.
- getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the IBOR-like index.
- getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Gets the index defining the FX rate to observe on the fixing date.
- getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the index defining the FX rate to observe on the fixing date.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the underlying IBOR-like index.
- getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Gets the IBOR-like index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Gets the IBOR-like index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the index of prices.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Gets the index of prices.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the FX index used to obtain the FX reset rate.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the FX index used to obtain the FX reset rate.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the FX index used to obtain the FX reset rate.
- getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the IBOR-like index.
- getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the index of prices.
- getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Gets the IBOR-like index to be used for the stub.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the IBOR-like index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the Overnight index.
- getIndexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the CDS index series version identifier.
- getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the forward curves, defaulted to an empty map.
- getIndexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the CDS index identifier, such as a RED pair code.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the second IBOR-like index to be used for linear interpolation, optional.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Gets the second IBOR-like index to be used for the stub, linearly interpolated.
- getIndexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
- getIndexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the CDS index series identifier.
- getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets curve information of a specific type.
- getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the additional curve information.
- getInitialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the initial price of the option, represented in decimal form.
- getInitialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the initial price of the future, represented in decimal form.
- getInitialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
Gets the initial price of the future, represented in decimal form.
- getInitialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
Gets the initial price of the future, represented in decimal form.
- getInitialPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the initial price of the option, represented in decimal form.
- getInitialPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the initial price of the future, represented in decimal form.
- getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the initial stub if it exists.
- getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in initial stub, optional.
- getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the initial value.
- getInterest() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Gets the accrued interest.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the interpolator.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the interpolator used to find points on the curve.
- getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the underlying interpolator.
- getItems() - Method in class com.opengamma.strata.calc.runner.Results
-
Gets the results, with results for each target grouped together, ordered by column.
- getItems() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the set of failure items.
- getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the inverse Jacobian matrix produced during curve calibration.
- getKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
Gets the key identifying the market data required for the calculation.
- getKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
Gets a market data key identifying market data required for a calculation.
- getKey() - Method in interface com.opengamma.strata.market.MarketDataValue
-
Gets the key used to obtain this market data.
- getKey() - Method in interface com.opengamma.strata.market.value.DiscountFactors
-
Gets the market data key.
- getKey() - Method in interface com.opengamma.strata.market.value.FxIndexRates
-
Gets the market data key.
- getKey() - Method in interface com.opengamma.strata.market.value.IborIndexRates
-
Gets the market data key.
- getKey() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Gets the market data key.
- getKey() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
-
Gets the market data key.
- getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Gets the label that describes the node, defaulted to the tenor.
- getLabel() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the label that describes the node, defaulted to the year-month.
- getLabel() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets a label describing the strike.
- getLabel() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- getLabel() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Gets the label that describes the node.
- getLabel() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
-
Gets the label that describes the parameter.
- getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the positive period between the price index and the accrual date,
typically a number of months.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last notice date.
- getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the last schedule period.
- getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the last date of trading.
- getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the latest date contained in this time-series.
- getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the latest date contained in this time-series.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
Gets the first pay or receive leg of the swap.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay or receive leg of the swap.
- getLegalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the legal entity group.
- getLegalEntityGroup() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Gets the legal entity group.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the legal entity identifier.
- getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Returns the pricer used to price the legs.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
Gets the legs of the swap with the specified type.
- getLegs() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
Gets the legs of the swap.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap with the specified type.
- getLegs() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap.
- getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the string form of the locator.
- getLongIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Gets the longer IBOR-like index.
- getLongShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets whether the option is long or short.
- getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets the map of explanatory values.
- getMappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
- getMappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Gets mappings that translate data requests from calculators into requests that can be used to look
up the data in the global set of market data.
- getMappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Gets the market data filters and perturbations that define the scenarios.
- getMarketData() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Gets the market data.
- getMarketDataConfig() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the configuration needed to build non-observable market data, for example curves or surfaces.
- getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId
-
Gets the market data feed used when looking up the underlying market quotes for the rate.
- getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
Gets the market data feed from which the market data should be retrieved.
- getMarketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
Gets the market data feed used to source any quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
Gets the market data feed which provides quotes used to build curves in the group.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
Gets the market data feed providing the market quotes.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId
-
Gets the market data feed from which the market data should be retrieved.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId
-
Gets the market data feed from which the market data should be retrieved.
- getMarketDataFeed() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
Gets the market data feed which provides quotes used to build the curve.
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
-
Returns the type of market data ID this function can handle.
- getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
-
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
-
Returns the type of market data ID handled by this filter.
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountFactorsMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexRatesMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexRatesMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
- getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- getMarketDataKey() - Method in interface com.opengamma.strata.calc.marketdata.ScenarioMarketDataKey
-
Returns the market data key identifying the market data value.
- getMarketDataKeyType() - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
-
Throws UnsupportedOperationException as this method should never be called.
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
- getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
- getMarketDataMappings() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Gets mappings that specify the market data that should be used in the calculation.
- getMarketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the rules defining what market data should be used in each calculation.
- getMarketDataRules() - Method in class com.opengamma.strata.calc.Column
-
Gets the market data rules that apply to this column in addition to the default rules.
- getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId
-
Returns the type of market data that is being identified.
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey
-
Returns the type of market data identified by the key.
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
- getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
- getMarketDataType() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns the type of the market data value used in each scenario.
- getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Gets the type of market data handled by this mapping.
- getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- getMarketDataType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- getMarketDataType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
- getMarketDataType() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
- getMarketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Gets the market data that was successfully built.
- getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the adjustment applied to the fixing date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Gets the maximum number of steps for the root finder.
- getMeasure(CalculationTarget) - Method in class com.opengamma.strata.calc.Column
-
Returns the measure displayed in the column for the target.
- getMeasure(CalculationTarget) - Method in interface com.opengamma.strata.calc.ColumnDefinition
-
Returns the measure displayed in the column for the target
- getMessage() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the error message associated with the failure.
- getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the error message associated with the failure.
- getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the surface metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the surface metadata.
- getMinimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the minimum period between the value date and the first future.
- getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the number of digits in the minor unit.
- getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the value used to modify the base value.
- getMoneyMarketDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the day count convention for underlying money market instrument points on the curve.
- getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Gets the name that uniquely identifies this sequence.
- getName() - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the name that uniquely identifies this calendar.
- getName() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the calendar name.
- getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
- getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the FX index name.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the index name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the index name, such as 'GBP-SONIA'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the index name, such as 'GB-HICP'.
- getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.calc.Column
-
Returns the column name
- getName() - Method in interface com.opengamma.strata.calc.ColumnDefinition
-
Returns the column name
- getName() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the name of this function group.
- getName() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element name.
- getName() - Method in interface com.opengamma.strata.collect.named.Named
-
Gets the unique name of the instance.
- getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser
-
Gets the name that uniquely identifies this parser.
- getName() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the curve name.
- getName() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- getName() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
Gets the name of the curve group.
- getName() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface name.
- getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention name, such as 'USD-European'.
- getName() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
- getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the convention name, such as 'GBP-Deposit'.
- getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.UnitSecurity
-
Gets the name of the security, defaulted to an empty string.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Finds the next CDS date after the specified date.
- getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Finds the next CDS index roll date after the specified date.
- getNodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
Gets the index of the node to shift.
- getNodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
Gets indices of each curve node, keyed by an object identifying the node.
- getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the nodes in the curve.
- getNodes() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the nodes that define the curve.
- getNominalPayment() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the nominal payment of the product.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Gets the non-deliverable currency.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the non-deliverable currency.
- getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
Gets keys identifying the market data values required for the calculations.
- getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the notional of underlying fixed coupon bonds.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the notional amount used to calculate fee payments.
- getNotional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis,
i.e.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the notional of the futures.
- getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the notional as a CurrencyAmount.
- getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
-
The notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the notional schedule.
- getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the number of nodes.
- getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the number of nodes.
- getNuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the nu sensitivity.
- getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
Returns a key identifying the market quote for an observable FX rate.
- getObservables() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
Gets keys identifying the market data values required for the calculations.
- getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getObservableValues(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Returns a map of observable market data values for a set of IDs.
- getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the curve order.
- getOurPartyHrefId() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets our party href/id reference.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
Gets the currencies in the calculation results.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Gets the currencies used in the calculation results.
- getOvernightIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the Overnight indices for which the curve provides forward rates.
- getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first schedule period, overriding normal schedule generation.
- getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the currency pair.
- getPair() - Method in class com.opengamma.strata.basics.market.FxRateId
-
Gets the currency pair that is required.
- getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
Gets the currency pair that is required.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- getParameterCount() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the number of parameters in the surface.
- getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the number of parameters in the surface.
- getParameterCount() - Method in interface com.opengamma.strata.market.value.DiscountFactors
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
- getParameterCount() - Method in interface com.opengamma.strata.market.value.IborIndexRates
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Gets the number of parameters defining the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
- getParameterCount() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
- getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets metadata about each parameter underlying the curve, optional.
- getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets metadata about each parameter underlying the surface.
- getParameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the log-normal volatility surface.
- getParameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the normal volatility surface.
- getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Gets the SABR model parameters.
- getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the par rate at each curve node.
- getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the par rate at each curve node.
- getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of party identifiers keyed by href/id reference.
- getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay leg of the swap.
- getPayment() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the upfront fee payment of the bond trade.
- getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the payment.
- getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the amount of the notional exchange.
- getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Returns the date that the transaction settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the date that the FX settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the date that the payment is made.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
-
Gets the date that the payment is made.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the date that payment occurs.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the payment date from the start date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the offset of payment from the base calculation period date.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Gets the payment events that are associated with the swap leg.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the additional payment events that are associated with the swap leg.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the periodic frequency defining when payments are made.
- getPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the payment frequency.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the payment frequency.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the periodic frequency of payments.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentInterval() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the nominal period between premium payments, such as 3 months or 6 months.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the payment period schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the payment schedule.
- getPayoffCurrency() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the currency on which the payoff occurs.
- getPayReceive() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets a flag indicating whether the value is to be paid or received.
- getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets whether the payment is to be paid or received.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets whether the leg is pay or receive.
- getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the period to be added.
- getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the underlying period of the tenor.
- getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the underlying period of the frequency.
- getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets a schedule period by index.
- getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule period.
- getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Finds the period end date given a date in the period.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the periodic payments of the product.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
Gets the periodic schedule of payments.
- getPeriodicSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the accrual schedule.
- getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the index of the schedule period boundary at which the change occurs.
- getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the schedule periods.
- getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the end date.
- getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the far date.
- getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the near date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Gets perturbation that should be applied to market data as part of a scenario.
- getPremium() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the premium paid for the trade.
- getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the premium of the swaption.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the style of the option premium.
- getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the present value of the cash flow.
- getPreviousCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Finds the previous CDS date after the specified date.
- getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the price index values, defaulted to an empty map.
- getPricingRules() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the rules defining how calculations should be performed.
- getPricingRules() - Method in class com.opengamma.strata.calc.Column
-
Gets the pricing rules that apply to this column in addition to the default rules.
- getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the credit default swap that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the term deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the FRA product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the FX swap product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
Gets the FX option product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
-
Gets the underlying product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.Security
-
Gets the product underlying the security.
- getProduct() - Method in interface com.opengamma.strata.product.SecurityTrade
-
Gets the underlying product that was agreed when the trade occurred, throwing an exception if not resolved.
- getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the swap product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the swaption product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.UnitSecurity
-
Gets the product that was agreed when the trade occurred.
- getProductId() - Method in class com.opengamma.strata.product.future.GenericFuture
-
Gets the base product identifier.
- getProductId() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the base product identifier.
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
- getProductPricer() - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
-
Returns the pricer used to price the product underlying the trade.
- getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
- getProductType() - Method in class com.opengamma.strata.product.SecurityLink
-
Gets the product type.
- getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Gets all the key-value properties of this file.
- getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the publication frequency of the index.
- getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the frequency that the index is published.
- getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets whether the option is put or call.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the quantity, indicating the number of option contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the quantity, indicating the number of contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the quantity, indicating the number of bond contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the quantity of the equity that has been traded.
- getQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
Gets the quantity, indicating the number of contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
Gets the quantity, indicating the number of contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the quantity, indicating the number of option contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the quantity, indicating the number of future contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the quantity, indicating the number of future contracts in the trade.
- getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the range of dates that may be queried.
- getRate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Gets the fixed rate of interest.
- getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the fixed interest rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
Gets the fixed rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the interest rate to be paid.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the number of digits in the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the key identifying the market data value which provides the price.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the key identifying the market data value which provides the rate.
- getRateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the rate to be observed.
- getReason() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the reason associated with the failure.
- getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the reason associated with the failure.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first receive leg of the swap.
- getRecoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
Gets the recovery rate.
- getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the currency counter to the reference currency.
- getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the currency counter to the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the currency of the notional amount defined in the contract.
- getReferenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the date to query the rate for.
- getReferenceEndInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the reference month used for interpolation for the index relative to the accrual end date.
- getReferenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the reference month for the index relative to the accrual end date.
- getReferenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Gets the reference month for the index relative to the accrual end date.
- getReferenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the CDS single-name identifier, such as a RED entity code.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
Gets the information that identifies the index.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
Gets the information that identifies the index.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
Gets the information that identifies the single-name.
- getReferenceInformation() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the reference against which protection applies.
- getReferenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the reference month for the index.
- getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the reference map of id to element.
- getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of href/id references.
- getReferenceStartInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the reference month used for interpolation for the index relative to the accrual start date.
- getReferenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the reference month for the index relative to the accrual start date.
- getReferenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Gets the reference month for the index relative to the accrual start date.
- getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the region of the index.
- getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the region that the index is defined for.
- getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the regular schedule periods.
- getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Gets the relative tolerance for the root finder.
- getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the tokens remaining in the expression after evaluation.
- getReportingRules() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the rules defining how calculation results should be reported.
- getReportingRules() - Method in class com.opengamma.strata.calc.Column
-
Gets the reporting rules that apply to this column in addition to the default rules.
- getReportingRules() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Gets the rules for reporting the calculated values.
- getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
-
- getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
Gets the type of report handled by this loader.
- getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
-
- getRequirements() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Returns IDs for the market data required for all calculations.
- getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the periodic frequency of reset dates.
- getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the reset schedule, used when averaging rates, optional.
- getRestructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the applicable restructuring.
- getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the result of the calculation.
- getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the result of evaluating the expression against the object.
- getResults() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Gets the individual results.
- getRhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the value of the rho sensitivity.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to roll dates.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the roll convention used when building the schedule.
- getRollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the roll convention
- getRollConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the roll convention.
- getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the roll convention.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the root element of this file.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRowCount() - Method in class com.opengamma.strata.calc.runner.Results
-
Gets the number of rows in the results.
- getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- getRowCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of rows in the report table.
- getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- getRowIndex() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Gets the row index of the value in the results grid.
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the row index of the value in the results grid.
- getRules() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
Gets the individual rules making up this set of market data rules.
- getRules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
Gets the individual rules that make up this set of pricing rules.
- getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the instant at which the report was run.
- getRunInstant() - Method in interface com.opengamma.strata.report.Report
-
Gets the instant at which the report was run, which is independent of the valuation date.
- getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the instant at which the report was run.
- getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Gets the scaling factor.
- getScenarioCount() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
-
The number of scenarios for which this object contains data.
- getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Returns the number of scenarios for which market data is available.
- getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns the number of scenarios.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
Gets the number of scenarios for which the environment contains market data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns the number of scenarios for which this box contains data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns the number of scenarios for which this mapping can generate data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns the number of scenarios.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
-
Returns the number of scenarios for which this perturbation generates data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- getScenarioMarketDataType() - Method in interface com.opengamma.strata.calc.marketdata.ScenarioMarketDataKey
-
Returns the type of the object containing the market data for all scenarios.
- getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Gets the names of the scenarios.
- getScenarioValue(ScenarioMarketDataKey<T, U>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns an object containing market data for multiple scenarios.
- getScenarioValue() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns the market data value containing data for multiple scenarios.
- getScenarioValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- getScenarioValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- getScheme() - Method in class com.opengamma.strata.collect.id.StandardId
-
Gets the scheme that categorizes the identifier value.
- getSeasonality() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
Gets describes the seasonal adjustments.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the second element in this pair.
- getSecurity() - Method in interface com.opengamma.strata.product.SecurityTrade
-
Gets the security that was traded, throwing an exception if not resolved.
- getSecurityLink() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the link to the option that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the link to the future that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the link to the fixed coupon bond that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the link to the equity that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
Gets the link to the future that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
Gets the link to the future that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the link to the option that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the link to the future that was traded.
- getSecurityLink() - Method in interface com.opengamma.strata.product.SecurityTrade
-
Gets the link to the security that was traded.
- getSecurityLink() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the link to the future that was traded.
- getSeniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the seniority.
- getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Gets the immutable list of point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Gets the point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Gets a single sensitivity instance by name.
- getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the point sensitivity value.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the parameter sensitivity values.
- getSequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the sequence number of the futures.
- getSettleLagDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the settlement lag in days.
- getSettleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the settlement lag in days.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Gets the settlement currency.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the settlement currency.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the settlement date, optional.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Gets the settlement notional.
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
-
Gets the settlement type of swaption.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
Gets the amount by which the y-values are shifted.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
Gets the amount by which the y-value is shifted.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Gets the amount by which y-values are shifted.
- getShiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
Gets the amount by which the y-values are shifted.
- getShifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
Gets the shift to apply to the rates.
- getShifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
Gets the shift to apply to the rates.
- getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
Gets the type of shift applied to the curve rates.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
Gets the type of shift applied to the curve rates.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
Gets the type of shift to apply to the y-value.
- getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Gets the type of shift to apply to the y-values of the curve.
- getShortIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Gets the shorter IBOR-like index.
- getSingleValue() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns the single market data value used for all scenarios if available.
- getSingleValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- getSingleValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- getSingleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Gets details of failures when building single market data values.
- getSingleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Gets keys identifying the market data values required for the calculations.
- getSpotDateAsOf(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Apply the spot days settlement lag and adjust using the conventions
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDays() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Gets the spot day settlement lag for any underlying swap instruments.
- getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the spread rate, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the spread rate, defaulted to 0.
- getSpreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the key identifying the market data value which provides the spread.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets stack trace where the failure occurred.
- getStandardId() - Method in interface com.opengamma.strata.basics.index.Index
-
Returns the standard identifier of the index.
- getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
Gets the standard identifier identifying the data.
- getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
Gets the standard identifier identifying the data.
- getStandardId() - Method in interface com.opengamma.strata.collect.id.Link
-
Gets the identifier of the target.
- getStandardId() - Method in class com.opengamma.strata.collect.id.StandardId
-
Gets the standard identifier, which simply returns this.
- getStandardId() - Method in interface com.opengamma.strata.collect.id.StandardIdentifiable
-
Gets the standard identifier for the instance.
- getStandardId() - Method in class com.opengamma.strata.collect.id.StandardLink
-
- getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId
-
Gets the ID of the data, typically an ID from an external data provider.
- getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey
-
Gets the ID of the market data that is required, typically an ID from an external data provider.
- getStandardId() - Method in interface com.opengamma.strata.product.Security
-
The primary standard identifier for the security.
- getStandardId() - Method in class com.opengamma.strata.product.SecurityLink
-
Gets the identifier of the security.
- getStandardId() - Method in class com.opengamma.strata.product.UnitSecurity
-
Gets the primary standard identifier for the security.
- getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Gets the start date, inclusive.
- getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the start date, which is the start of the first schedule period.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the start date of this period, used for financial calculations such as interest accrual.
- getStartDate() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets the start date of the product.
- getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the first date of the term of the trade.
- getStartDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the date that the CDS nominally starts in terms of premium payments.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Gets the first date in the fixing period.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Gets the first date in the fixing period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Gets the start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the start date of the leg.
- getStartDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
-
Gets the start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the start date of the swap.
- getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the start date of the leg.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the start date.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStepInDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the number of step-in days.
- getStepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the number of step-in days.
- getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the steps defining the change in the value.
- getStrike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Gets the option strike rate.
- getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the swaption strike rate.
- getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the swaption strike rate.
- getStrike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the strike of the option.
- getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the strike price, represented in decimal form.
- getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to handle stubs.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the stub convention to use.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Gets the stub convention to use.
- getStubConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the stub convention.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the stub convention.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getSurface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
Gets the normal volatility surface.
- getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the surface name.
- getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Gets the surface name.
- getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the surface name.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Gets settlement method.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets settlement method.
- getTarget() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Gets the target for which the value will be calculated.
- getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the target of the calculation, often a trade.
- getTargetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
Gets the type of the calculation target handled by the functions in the group.
- getTargetType() - Method in interface com.opengamma.strata.collect.id.Link
-
Gets the target type.
- getTargetType() - Method in class com.opengamma.strata.collect.id.StandardLink
-
- getTargetType() - Method in class com.opengamma.strata.product.SecurityLink
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the type against which tokens can be evaluated in this implementation.
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- getTargetTypeToken() - Method in interface com.opengamma.strata.collect.id.Link
-
Gets the target type token.
- getTargetTypeToken() - Method in class com.opengamma.strata.product.SecurityLink
-
- getTaskConfigurations() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
Gets configuration for each of tasks that perform the individual calculations.
- getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Returns the objects that perform the individual calculations.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the template for the FRA associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the template for the FX Swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the template for the Ibor fixing deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the template for the Ibor Futures associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the template for the term deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the tenor to be added.
- getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the tenor of the index.
- getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the tenor of the index.
- getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the tenor of the index, which is always one day.
- getTenor() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the tenor of the index.
- getTenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Gets the tenor of the instrument behind the curve node.
- getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Gets the tenor of the surface node.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the tenor of the swap.
- getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the third element in this pair.
- getTickSize() - Method in class com.opengamma.strata.product.future.GenericFuture
-
Gets the size of each tick.
- getTickSize() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the size of each tick.
- getTickValue() - Method in class com.opengamma.strata.product.future.GenericFuture
-
Gets the monetary value of one tick.
- getTickValue() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the monetary value of one tick.
- getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Gets the time series.
- getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Returns a time series of market data values.
- getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Returns a time series of market data values.
- getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns a time series of market data values.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
Gets the time series of market data values, keyed by ID.
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
Gets keys identifying the time series of market data values required for the calculations.
- getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the time series of market data values required for the calculations.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the time series of market data values, keyed by ID.
- getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.SingleCalculationMarketData
-
Returns the time series identified by the specified key.
- getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.DefaultSingleCalculationMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
Gets the time-series, defaulted to an empty time-series.
- getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
Gets the time-series.
- getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
Gets the time-series.
- getTimeSeries() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
Gets the monthly time-series.
- getTimeSeries() - Method in interface com.opengamma.strata.market.value.FxIndexRates
-
Gets the time-series of fixings for the index.
- getTimeSeries() - Method in interface com.opengamma.strata.market.value.IborIndexRates
-
Gets the time-series of fixings for the index.
- getTimeSeries() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Gets the time-series of fixings for the index.
- getTimeSeries() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
-
Gets the time-series of fixings for the index.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
Gets details of failures when building time series of market data values.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Gets details of failures when building time series of market data values.
- getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Gets keys identifying the time series of market data values required for the calculations.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the total number of parameters in the group.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of parameters.
- getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Gets total weight of all the fixings in this observation.
- getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade date, optional.
- getTradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in interface com.opengamma.strata.product.FinanceTrade
-
The additional trade information.
- getTradeInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
-
Gets the trade-level measure requirements.
- getTradePrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Gets the trade price of the future.
- getTrades() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the trades on which the results are calculated.
- getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time, optional.
- getTradeType() - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
-
Gets the trade type of the calibrator.
- getTradeType() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- getTradeTypes() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
Gets the supported trade types.
- getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the preferred triangulation currency.
- getType() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Gets the type of the index.
- getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the type of adjustment to make.
- getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- getType() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- getType() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the type of the strike.
- getType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Gets the type of the reference.
- getType() - Method in interface com.opengamma.strata.product.credit.ReferenceInformation
-
Gets the type of the underlying.
- getType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Gets the type of the reference.
- getType() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the unadjusted date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted end date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted start date.
- getUnderlying() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the underlying bond future that was traded, throwing an exception if not resolved.
- getUnderlying() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the underlying future that was traded, throwing an exception if not resolved.
- getUnderlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Gets the underlying foreign exchange transaction.
- getUnderlying() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the underlying Ibor future that was traded, throwing an exception if not resolved.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Gets the underlying swap.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the underlying swap.
- getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Gets the underlying curve.
- getUnderlyingLink() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the link to the underlying future.
- getUnderlyingLink() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the link to the underlying future.
- getUnderlyingLink() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the link to the underlying future.
- getUnderlyingQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the quantity of the underlying future that the option refers to, defaulted to 1.
- getUnderlyingSecurity() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the underlying bond future security that was traded, throwing an exception if not resolved.
- getUnderlyingSecurity() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Gets the underlying future security that was traded, throwing an exception if not resolved.
- getUnderlyingSecurity() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the underlying Ibor future security that was traded, throwing an exception if not resolved.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Gets the underlying swap.
- getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the units supported by a tenor.
- getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the unit of this periodic frequency.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
Gets the upfront fee.
- getUpfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the upfront fee amount, optional.
- getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets the upfront fee date, optional.
- getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Returns the valuation date of the market data.
- getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns the valuation dates of the scenarios, one for each scenario.
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
Gets the valuation date associated with the market data.
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the valuation date associated with the data.
- getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.SingleCalculationMarketData
-
Gets the valuation date of the market data.
- getValuationDate() - Method in class com.opengamma.strata.calc.runner.DefaultSingleCalculationMarketData
-
- getValuationDate() - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
- getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataValue
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.market.value.FxForwardRates
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.report.Report
-
Gets the valuation date of the results driving the report.
- getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the valuation date.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.swaption.BlackVolatilitySwaptionProvider
-
Returns the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.swaption.NormalVolatilitySwaptionProvider
-
Returns the valuation date.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Gets the valuation date-time.
- getValue() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData
-
Returns a market data value.
- getValue(int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
-
Returns a market data value for a scenario.
- getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the value of the variable.
- getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the value representing the change that occurs.
- getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
-
Returns a market data value.
- getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
-
Returns a box that can provide an item of market data for a scenario.
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
-
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- getValue(int) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns a market data value for use in a scenario.
- getValue(int) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- getValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
Gets the market data value which provides data for multiple scenarios.
- getValue(int) - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- getValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
Gets the market data value used in all scenarios.
- getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.SingleCalculationMarketData
-
Returns the market data value identified by the specified key.
- getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.DefaultSingleCalculationMarketData
-
- getValue() - Method in class com.opengamma.strata.collect.id.StandardId
-
Gets the value of the identifier within the scheme.
- getValue() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, throwing an
exception if a failure occurred.
- getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the value.
- getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
Gets the value of absolute delta.
- getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Gets the value of log-moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
Gets the value of moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
Gets the value of strike.
- getValue() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the value of the strike.
- getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the amount of the payment.
- getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the reference to a value to display in this column.
- getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
Gets details of failures when building single market data values.
- getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, or the specified
default value if a failure occurred.
- getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, else the
specified function is applied to the Failure that occurred.
- getValues() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Gets the market data values.
- getValues() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
Gets the market data values, one for each scenario.
- getValues() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
Gets the individual items of market data, keyed by ID.
- getValues() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Gets the individual items of market data, keyed by ID.
- getValues() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Gets the currency values.
- getValues() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
Gets the currency values.
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
-
Returns the normal volatility.
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
-
Calculates the Black volatility.
- getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
-
Returns the normal volatility.
- getVolatility(ZonedDateTime, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
- getVolatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.BlackVolatilitySwaptionProvider
-
Returns the log-normal volatility.
- getVolatility(ZonedDateTime, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
- getVolatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.NormalVolatilitySwaptionProvider
-
Returns the normal volatility.
- getVolatility(ZonedDateTime, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Returns the Black volatility.
- getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of weekend days.
- getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the weight to apply to this fixing.
- getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Gets the positive weight used when interpolating.
- getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known x-values of the curve.
- getXValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known x-values of the surface.
- getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the year fraction that the accrual period represents.
- getYearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Gets the year-month of the instrument behind the curve node.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets yield convention.
- getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the instrument type at each curve node.
- getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Gets the tenor at each curve node.
- getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known y-values of the curve.
- getYValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known y-values of the surface.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getZone() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time-zone, optional.
- getZValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of z-values, one for each point.
- getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known z-values of the surface.
- getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the z-values of the curve.
- getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the z-value type, providing meaning to the z-values of the curve.
- GR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GR' - Greece.
- Guavate - Class in com.opengamma.strata.collect
-
Utilities that help bridge the gap between Java 8 and Google Guava.
- IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- IborAveragedFixing - Class in com.opengamma.strata.product.rate
-
A single fixing of an index that is observed by IborAveragedRateObservation.
- IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for IborAveragedFixing.
- IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborAveragedFixing.
- IborAveragedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate of interest based on the average of multiple
fixings of a single IBOR-like floating rate index.
- IborAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for IborAveragedRateObservation.
- IborAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborAveragedRateObservation.
- IborFixingDeposit - Class in com.opengamma.strata.product.deposit
-
An Ibor fixing deposit.
- IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for IborFixingDeposit.
- IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for IborFixingDeposit.
- IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor fixing deposit.
- IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborFixingDepositCurveNode.
- IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborFixingDepositCurveNode.
- IborFixingDepositProduct - Interface in com.opengamma.strata.product.deposit
-
A product representing a Ibor fixing deposit.
- IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating an Ibor fixing deposit trade.
- IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for IborFixingDepositTemplate.
- IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for IborFixingDepositTemplate.
- IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in an Ibor fixing deposit.
- IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for IborFixingDepositTrade.
- IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for IborFixingDepositTrade.
- IborFuture - Class in com.opengamma.strata.product.index
-
A futures contract, based on an IBOR-like index.
- IborFuture.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFuture.
- IborFuture.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFuture.
- IborFutureBucketedPv01Function - Class in com.opengamma.strata.function.calculation.index
-
Calculates the bucketed PV01, the present value curve parameter sensitivity of a IborFutureTrade.
- IborFutureBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureBucketedPv01Function
-
- IborFutureConvention - Interface in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- IborFutureConventions - Class in com.opengamma.strata.product.index.type
-
Market standard Ibor future conventions.
- IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor Future.
- IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborFutureCurveNode.
- IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborFutureCurveNode.
- IborFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.index
-
Contains function groups for built-in Ibor Future calculation functions.
- IborFutureOption - Class in com.opengamma.strata.product.index
-
A futures option contract, based on an IBOR-like index.
- IborFutureOption(IborFutureOption.Builder) - Constructor for class com.opengamma.strata.product.index.IborFutureOption
-
Restricted constructor.
- IborFutureOption.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOption.
- IborFutureOption.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOption.
- IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
-
Pricer for Ibor future option products with daily margin.
- IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
-
Creates an instance.
- IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
-
Pricer for Ibor future option trades with daily margin.
- IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Creates an instance.
- IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to an implied volatility for a Ibor future option model.
- IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for IborFutureOptionSensitivity.
- IborFutureOptionTrade - Class in com.opengamma.strata.product.index
-
A trade representing an option on a futures contract based on an IBOR-like index.
- IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOptionTrade.
- IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOptionTrade.
- IborFutureParSpreadFunction - Class in com.opengamma.strata.function.calculation.index
-
Calculates the par spread of a IborFutureTrade for each of a set of scenarios.
- IborFutureParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureParSpreadFunction
-
- IborFutureProvider - Interface in com.opengamma.strata.pricer.index
-
Data provider for for model parameters related to Ibor futures and their options.
- IborFuturePv01Function - Class in com.opengamma.strata.function.calculation.index
-
Calculates PV01, the present value sensitivity of a IborFutureTrade.
- IborFuturePv01Function() - Constructor for class com.opengamma.strata.function.calculation.index.IborFuturePv01Function
-
- IborFuturePvFunction - Class in com.opengamma.strata.function.calculation.index
-
Calculates the present value of a IborFutureTrade for each of a set of scenarios.
- IborFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFuturePvFunction
-
- IborFutureTemplate - Class in com.opengamma.strata.product.index.type
-
A template for creating an Ibor Future trade.
- IborFutureTemplate.Builder - Class in com.opengamma.strata.product.index.type
-
The bean-builder for IborFutureTemplate.
- IborFutureTemplate.Meta - Class in com.opengamma.strata.product.index.type
-
The meta-bean for IborFutureTemplate.
- IborFutureTrade - Class in com.opengamma.strata.product.index
-
A trade representing a futures contract based on an IBOR-like index.
- IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureTrade.
- IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureTrade.
- IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Ibor-Ibor swap conventions.
- IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Ibor-Ibor interest rate swap.
- IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborIborSwapCurveNode.
- IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborIborSwapCurveNode.
- IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Ibor-Ibor swap trades.
- IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for IborIborSwapTemplate.
- IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for IborIborSwapTemplate.
- IborIndex - Interface in com.opengamma.strata.basics.index
-
An IBOR-like index, such as Libor or Euribor.
- iborIndexRates(IborIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
- IborIndexRates - Interface in com.opengamma.strata.market.value
-
Provides access to rates for an Ibor index.
- iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Ibor index.
- IborIndexRatesId - Class in com.opengamma.strata.market.id
-
Market data ID identifying an Ibor index, providing both historic and forward rates.
- IborIndexRatesId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IborIndexRatesId.
- IborIndexRatesKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the rates for an Ibor index.
- IborIndexRatesKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IborIndexRatesKey.
- IborIndexRatesMapping - Class in com.opengamma.strata.function.marketdata.mapping
-
- IborIndexRatesMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
-
The meta-bean for IborIndexRatesMapping.
- IborIndexRatesMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
Market data function that builds the provider of Ibor index rates.
- IborIndexRatesMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.IborIndexRatesMarketDataFunction
-
- IborIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Ibor indices.
- iborIndices(Set<IborIndex>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the Ibor indices for which the curve provides forward rates.
- iborIndices(IborIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the iborIndices property in the builder
from an array of objects.
- iborIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
The meta-property for the iborIndices property.
- IborInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate of interest interpolated from two IBOR-like indices.
- IborInterpolatedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for IborInterpolatedRateObservation.
- IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborInterpolatedRateObservation.
- IborRateAveragingMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to average floating rates.
- IborRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an IBOR-like index.
- IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for IborRateCalculation.
- IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for IborRateCalculation.
- IborRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate of interest from a single IBOR-like index.
- IborRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for IborRateObservation.
- IborRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborRateObservation.
- IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a rate from an Ibor index curve.
- IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for IborRateSensitivity.
- IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Ibor index.
- IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for IborRateSwapLegConvention.
- IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for IborRateSwapLegConvention.
- ID - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'ID' - Indonesia.
- ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
-
The 'id' attribute key.
- id(StandardId) - Method in class com.opengamma.strata.product.TradeInfo.Builder
-
Sets the primary identifier for the trade, optional.
- id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the id property.
- IdentifiableBean - Interface in com.opengamma.strata.collect.id
-
Provides uniform access to beans that can supply a standard identifier.
- identity() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
-
Returns a mapping that always returns the ID that is passed in.
- identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an identity matrix.
- idForFeed(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
-
Returns an observable ID that can be used for looking up the market data in a market data feed if
there is a mapping defined for the ID argument.
- idForFeed(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
-
- IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'IDR' = Indonesian Rupiah.
- ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
Sets whether to ignore failures, or report the errors.
- ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
The meta-property for the ignoreFailures property.
- IL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IL' - Israel.
- ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ILS' = Israeli Shekel.
- IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMM' roll convention which adjusts the date to the third Wednesday.
- IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
- IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday
on or after the ninth day of the month.
- ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap (CDS) trades.
- ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
-
The bean-builder for ImmutableCdsConvention.
- ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
-
The meta-bean for ImmutableCdsConvention.
- ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedIborSwapConvention.
- ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedIborSwapConvention.
- ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedOvernightSwapConvention.
- ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedOvernightSwapConvention.
- ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for ImmutableFraConvention.
- ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for ImmutableFraConvention.
- ImmutableFxIndex - Class in com.opengamma.strata.basics.index
-
A foreign exchange index implementation based on an immutable set of rules.
- ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableFxIndex.
- ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableFxIndex.
- ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
-
A market convention for FX swap trades
- ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for ImmutableFxSwapConvention.
- ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for ImmutableFxSwapConvention.
- ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
-
A holiday calendar implementation based on an immutable set of holiday dates and weekends.
- ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for ImmutableHolidayCalendar.
- ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for ImmutableIborFixingDepositConvention.
- ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for ImmutableIborFixingDepositConvention.
- ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
-
The bean-builder for ImmutableIborFutureConvention.
- ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
-
The meta-bean for ImmutableIborFutureConvention.
- ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableIborIborSwapConvention.
- ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableIborIborSwapConvention.
- ImmutableIborIndex - Class in com.opengamma.strata.basics.index
-
An IBOR-like index implementation based on an immutable set of rules.
- ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableIborIndex.
- ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableIborIndex.
- ImmutableMarketData - Class in com.opengamma.strata.basics.market
-
- ImmutableMarketData.Builder - Class in com.opengamma.strata.basics.market
-
The bean-builder for ImmutableMarketData.
- ImmutableMarketData.Meta - Class in com.opengamma.strata.basics.market
-
The meta-bean for ImmutableMarketData.
- ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
-
An overnight index, such as Sonia or Eonia.
- ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableOvernightIndex.
- ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableOvernightIndex.
- ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
-
A price index implementation based on an immutable set of rules.
- ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutablePriceIndex.
- ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutablePriceIndex.
- ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
-
The default immutable rates provider, used to calculate analytic measures.
- ImmutableRatesProvider.Builder - Class in com.opengamma.strata.pricer.rate
-
The bean-builder for ImmutableRatesProvider.
- ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for ImmutableRatesProvider.
- ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.calibration
-
Generates a rates provider based on an existing provider.
- ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for ImmutableTermDepositConvention.
- ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for ImmutableTermDepositConvention.
- ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for cross-currency Ibor-Ibor swap trades.
- ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableXCcyIborIborSwapConvention.
- ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableXCcyIborIborSwapConvention.
- impliedVolatility(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the implied Black volatility of the foreign exchange vanilla option product.
- impliedVolatility(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
-
Computes the implied Black volatility of the swaption.
- impliedVolatility(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
-
Computes the implied Black volatility of the swaption.
- impliedVolatility(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Computes the implied normal volatility of the swaption.
- impliedVolatility(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Computes the implied Normal volatility of the swaption.
- impliedVolatility(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Computes the implied Black volatility of the swaption.
- impliedVolatility(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Computes the implied Black volatility of the swaption.
- IN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IN' - India.
- Index - Interface in com.opengamma.strata.basics.index
-
An index of values, such as LIBOR, FED FUND or daily exchange rates.
- index() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter.Meta
-
The meta-property for the index property.
- INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index, such as an Ibor or Overnight index.
- index() - Method in class com.opengamma.strata.market.id.IborIndexRatesId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
Sets the Ibor index of the underlying future.
- index() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the IBOR-like index.
- index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
-
Sets the index defining the FX rate to observe on the fixing date.
- index() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the index defining the FX rate to observe on the fixing date.
- index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the underlying IBOR-like index.
- index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
-
Sets the IBOR-like index.
- index() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
-
Sets the IBOR-like index.
- index() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
The meta-property for the index property.
- index(PriceIndex) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
-
Sets the index of prices.
- index() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
The meta-property for the index property.
- index(PriceIndex) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
-
Sets the index of prices.
- index() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
Sets the FX index used to obtain the FX reset rate.
- index() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the FX index used to obtain the FX reset rate.
- index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
Sets the FX index used to obtain the FX reset rate.
- index() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the IBOR-like index.
- index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the index property.
- index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the index of prices.
- index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
Sets the IBOR-like index to be used for the stub.
- index() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the IBOR-like index.
- index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the index property.
- INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index value, typically derived from a curve.
- indexAnnexVersion(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
Sets the CDS index series version identifier.
- indexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
The meta-property for the indexAnnexVersion property.
- indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
-
Returns a market data key for the forward curve for an index.
- indexCurves(Map<Index, Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
-
Sets the forward curves, defaulted to an empty map.
- indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the indexCurves property.
- IndexedCurvePointShift - Class in com.opengamma.strata.market.curve.perturb
-
Perturbation which applies a shift to a single point on a nodal curve.
- IndexedCurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for IndexedCurvePointShift.
- indexId(StandardId) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
Sets the CDS index identifier, such as a RED pair code.
- indexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
The meta-property for the indexId property.
- indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the second IBOR-like index to be used for linear interpolation, optional.
- indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the indexInterpolated property.
- indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
Sets the second IBOR-like index to be used for the stub, linearly interpolated.
- indexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
The meta-property for the indexInterpolated property.
- indexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
The meta-property for the indexName property.
- indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Find the index of the first occurrence of the specified value.
- IndexRateId - Class in com.opengamma.strata.market.id
-
A market data ID identifying the current and historical values for an
Index.
- IndexRateId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IndexRateId.
- IndexRateKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the current and historical values for an index.
- IndexRateKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IndexRateKey.
- IndexReferenceInformation - Class in com.opengamma.strata.product.credit
-
Reference data for a CDS index.
- IndexReferenceInformation.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for IndexReferenceInformation.
- IndexReferenceInformation.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for IndexReferenceInformation.
- indexSeries(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
Sets the CDS index series identifier.
- indexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
The meta-property for the indexSeries property.
- InflationInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of inflation figures from a price index with interpolation.
- InflationInterpolatedRateObservation(InflationInterpolatedRateObservation.Builder) - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Restricted constructor.
- InflationInterpolatedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for InflationInterpolatedRateObservation.
- InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationInterpolatedRateObservation.
- InflationMonthlyRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of inflation figures from a price index.
- InflationMonthlyRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for InflationMonthlyRateObservation.
- InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationMonthlyRateObservation.
- InflationRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
- InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for InflationRateCalculation.
- InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for InflationRateCalculation.
- InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a rate from a price index curve.
- InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for InflationRateSensitivity.
- info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the info property.
- IniFile - Class in com.opengamma.strata.collect.io
-
An INI file.
- initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the initialExchange property.
- initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the initialExchange property.
- initialGuess(LocalDate, MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the initial guess used for calibrating the node.
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- initialGuesses(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the list of all initial guesses.
- initialPrice(Double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the initial price of the option, represented in decimal form.
- initialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the initialPrice property.
- initialPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the initial price of the future, represented in decimal form.
- initialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the initialPrice property.
- initialPrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
-
Sets the initial price of the future, represented in decimal form.
- initialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
-
The meta-property for the initialPrice property.
- initialPrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
-
Sets the initial price of the future, represented in decimal form.
- initialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
-
The meta-property for the initialPrice property.
- initialPrice(Double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the initial price of the option, represented in decimal form.
- initialPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the initialPrice property.
- initialPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the initial price of the future, represented in decimal form.
- initialPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the initialPrice property.
- initialStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in initial stub, optional.
- initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the initialStub property.
- initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the initial value.
- initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the initialValue property.
- inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order and not equal.
- inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order or equal.
- INR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'INR' = Indian Rupee.
- inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x < high.
- inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x < high.
- inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low < x < high.
- inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low < x < high.
- inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x <= high.
- inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x <= high.
- INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
-
The single shared instance of the class.
- INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
-
Singleton instance.
- INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
The single shared instance.
- INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
The single shared instance.
- INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
The single shared instance.
- instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn
-
Returns a default instance of the function.
- instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Returns a default instance of the function.
- instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Returns a default instance of the function.
- INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
-
The single shared instance of this report runner.
- INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
The default instance.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner
-
The single shared instance of this report runner.
- IntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming two arguments - int and double.
- IntDoublePair - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an int and double.
- IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for IntDoublePair.
- IntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - int and double.
- IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - int and double.
- intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the intermediateExchange property.
- intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the intermediateExchange property.
- interpolated(boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets how the reference index calculation occurs, defaulted to false.
- interpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the interpolated property.
- InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on interpolation between a number of nodal points.
- InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for InterpolatedNodalCurve.
- InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for InterpolatedNodalCurve.
- InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate an interpolated nodal curve.
- InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for InterpolatedNodalCurveDefinition.
- InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for InterpolatedNodalCurveDefinition.
- InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface
-
A surface based on interpolation between a number of nodal points.
- InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface
-
The bean-builder for InterpolatedNodalSurface.
- InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for InterpolatedNodalSurface.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the interpolator.
- interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the interpolator property.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the interpolator used to find points on the curve.
- interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the interpolator property.
- INTERPOLATOR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
-
Extrapolator that does no extrapolation and delegates to the interpolator.
- interpolator(GridInterpolator2D) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the underlying interpolator.
- interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the interpolator property.
- intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Calculates the range that is the intersection of this range and the specified range.
- intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains the intersection of a pair of time series.
- IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming three arguments - int, int and double.
- IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of three arguments - int, int and double.
- IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of three arguments - int, int and double.
- IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - int and int.
- invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Generates a failure result for an invalid token.
- inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the inverse currency pair.
- inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the inverse rate.
- inverse() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Returns the inverse transaction.
- IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.
- IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.
- IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.
- IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.
- ir01BucketedPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
- ir01BucketedZero(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
- ir01ParallelPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in par interest rates.
- ir01ParallelZero(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the scalar PV change to a 1 basis point shift in zero rates.
- IS - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IS' - Iceland.
- isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range is entirely after the specified range.
- isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range is entirely before the specified range.
- isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a business day.
- isBuy() - Method in enum com.opengamma.strata.basics.BuySell
-
Checks if the type is 'Buy'.
- isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated backwards from the end date to the start date.
- isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated forwards from the start date to the end date.
- isCall() - Method in enum com.opengamma.strata.basics.PutCall
-
Checks if the type is 'Call'.
- isCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Checks if the specified date is a CDS date.
- isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns true if evaluation of the whole expression is complete.
- isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Checks whether compounding applies.
- isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is a conventional currency pair.
- isConvertCurrencies() - Method in class com.opengamma.strata.function.calculation.AbstractCalculationFunction
-
Gets whether currencies in the result should be automatically converted.
- isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
Checks if this trade is cross-currency.
- isCrossCurrency() - Method in class com.opengamma.strata.product.swap.Swap
-
Checks if this trade is cross-currency.
- ISDA_CREDIT - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is an ISDA credit curve value - 'IsdaCredit'.
- IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit
-
Helper for interacting with the underlying Analytics layer for CDS pricing.
- IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
- IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for for CDS products using the ISDA methodology.
- IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
- isdaCredit(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for an ISDA credit curve.
- IsdaCreditCurveInputs - Class in com.opengamma.strata.market.curve
-
The par rates used when calibrating an ISDA credit curve.
- IsdaCreditCurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for IsdaCreditCurveInputs.
- IsdaIndexCreditCurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve
calibration for an index.
- IsdaIndexCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaIndexCreditCurveInputsId.
- IsdaIndexCreditCurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a set of par rates to be used in the ISDA credit model's credit
curve calibration for an index.
- IsdaIndexCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaIndexCreditCurveInputsKey.
- IsdaIndexRecoveryRateId - Class in com.opengamma.strata.market.id
-
Market data ID for a recovery rate to be used in the ISDA credit model's pricing for an index.
- IsdaIndexRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaIndexRecoveryRateId.
- IsdaIndexRecoveryRateKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing
for a single-name.
- IsdaIndexRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaIndexRecoveryRateKey.
- IsdaSingleNameCreditCurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve
calibration for a single-name.
- IsdaSingleNameCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaSingleNameCreditCurveInputsId.
- IsdaSingleNameCreditCurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a set of par rates to be used in the ISDA credit model's credit
curve calibration for a single-name.
- IsdaSingleNameCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
- IsdaSingleNameRecoveryRateId - Class in com.opengamma.strata.market.id
-
Market data ID for a recovery rate to be used in the ISDA credit model's
pricing for a single-name.
- IsdaSingleNameRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaSingleNameRecoveryRateId.
- IsdaSingleNameRecoveryRateKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing
for a single-name.
- IsdaSingleNameRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaSingleNameRecoveryRateKey.
- IsdaYieldCurveConvention - Interface in com.opengamma.strata.product.credit.type
-
CDS Standard model definition for parameters required to bootstrap an ISDA yield curve
- IsdaYieldCurveConventions - Class in com.opengamma.strata.product.credit.type
-
Market conventions used to bootstrap an ISDA yield curve
- IsdaYieldCurveInputs - Class in com.opengamma.strata.market.curve
-
The par rates used when calibrating an ISDA yield curve.
- IsdaYieldCurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for IsdaYieldCurveInputs.
- IsdaYieldCurveInputsId - Class in com.opengamma.strata.market.id
-
Market data ID identifying a set of par rates to be used in the ISDA credit model's yield
curve calibration for a currency.
- IsdaYieldCurveInputsId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for IsdaYieldCurveInputsId.
- IsdaYieldCurveInputsKey - Class in com.opengamma.strata.market.key
-
Market data key identifying a set of par rates to be used in the ISDA credit model's yield
yield curve calibration for a currency.
- IsdaYieldCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for IsdaYieldCurveInputsKey.
- IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve
-
Enumerates the supported types of underlying instruments on an ISDA yield curve.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if the range is empty.
- isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Indicates if this time-series is empty.
- isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Checks if the end of month convention is in use.
- isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if the end of month convention is in use.
- isFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a failure.
- isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the final notional.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the final notional.
- isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is 'Fixed'.
- isFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Checks if the stub has a fixed rate.
- isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
- isFloatingRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Checks if the stub has a floating rate.
- isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a holiday.
- isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Ibor'.
- isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets whether to ignore failures, or report the errors.
- isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
-
Checks if the specified date is an index roll date.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the initial notional.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the initial notional.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isInterpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets how the reference index calculation occurs, defaulted to false.
- isInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Checks if the stub has an interpolated rate.
- isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is the inverse of the specified pair.
- isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Gets flag indicating if the moneyness is on the price (true) or on the rate (false).
- ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ISK' = Icelandic Krone.
- isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is the last business day of the month.
- isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isLong() - Method in enum com.opengamma.strata.basics.LongShort
-
Checks if the type is 'Long'.
- isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a long stub.
- isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
Sets flag indicating if the moneyness is on the price (true) or on the rate (false).
- isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
The meta-property for the isMoneynessOnPrice property.
- isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Checks whether the convention requires a month-based period.
- isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is month-based.
- isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is month-based.
- isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the flag indicating whether to exchange the notional.
- isNotScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId
-
Checks if the scheme of this identifier does not equal the specified scheme.
- isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
- isPay() - Method in enum com.opengamma.strata.basics.PayReceive
-
Checks if the type is 'Pay'.
- isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets whether the accrued premium is paid in the event of a default.
- isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Gets whether the accrued premium is paid in the event of a default.
- isPayAccruedOnDefault() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets whether the accrued premium is paid in the event of a default.
- isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets whether the accrued premium is paid in the event of a default.
- isPut() - Method in enum com.opengamma.strata.basics.PutCall
-
Checks if the type is 'Put'.
- isReceive() - Method in enum com.opengamma.strata.basics.PayReceive
-
Checks if the type is 'Receive'.
- isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period is regular according to the specified frequency and roll convention.
- isRelated(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is related to the specified pair.
- isResolved() - Method in interface com.opengamma.strata.collect.id.Link
-
Checks if the link is resolved.
- isResolved() - Method in class com.opengamma.strata.collect.id.StandardLink
-
- isResolved() - Method in class com.opengamma.strata.product.SecurityLink
-
Checks if the link is resolved.
- isScenarioValue() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns true if this box contains market data for multiple scenarios.
- isScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId
-
Checks if the scheme of this identifier equals the specified scheme.
- isSell() - Method in enum com.opengamma.strata.basics.BuySell
-
Checks if the type is 'Sell'.
- isShort() - Method in enum com.opengamma.strata.basics.LongShort
-
Checks if the type is 'Short'.
- isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a short stub.
- isSingleValue() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns true if this box contains a single market data value that is used for all scenarios.
- isSingleValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- isSingleValue() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is square.
- isSuccess() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a successful call and has a result available.
- IssuerCurveDiscountFactors - Class in com.opengamma.strata.market.value
-
Provides access to discount factors for an issuer curve.
- issuerCurveDiscountFactors(StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Gets the discount factors of an issuer curve for a standard ID and a currency.
- IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.value
-
The meta-bean for IssuerCurveDiscountFactors.
- issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
Sets the issuer curves.
- issuerCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
The meta-property for the issuerCurves property.
- IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to the issuer curve.
- IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for IssuerCurveZeroRateSensitivity.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is the 'Term' instance.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if this schedule represents a single 'Term' period.
- isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if the end date is unbounded.
- isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if the start date is unbounded.
- isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is week-based.
- isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is week-based.
- IT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IT' - Italy.
- items(List<Result<?>>) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
Sets the results, with results for each target grouped together, ordered by column.
- items(Result<?>...) - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
Sets the items property in the builder
from an array of objects.
- items() - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
The meta-property for the items property.
- items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the items property.
- IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an iterable object and returns a value.
- IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- macaulayDurationFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the Macaulay duration of the fixed coupon bond product from yield.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each value in the array.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each value in the matrix.
- map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that alters the value.
- map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
The meta-property for the map property.
- mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Applies an operation to the amount.
- mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the amounts.
- mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
-
Adds a an arbitrary mapping to the builder.
- mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
- mappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
-
The meta-property for the mappings property.
- mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
- mappings() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
-
The meta-property for the mappings property.
- mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
- mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRule
-
Returns a set of market data mappings for the target if it matches this rule, otherwise an empty Optional.
- mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
-
Returns a set of market data mappings which specify the market data that should be used when
performing calculations for a target.
- mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
Sets mappings that translate data requests from calculators into requests that can be used to look
up the data in the global set of market data.
- mappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
The meta-property for the mappings property.
- mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
Sets the market data filters and perturbations that define the scenarios.
- mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
Sets the mappings property in the builder
from an array of objects.
- mappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
The meta-property for the mappings property.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Applies an operation to the sensitivities in this instance.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns an instance with the specified operation applied to the sensitivities in this builder.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a map.
- MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an operation to each value in the time series.
- mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each indexed value in the array.
- mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each indexed value in the matrix.
- marginIndex(BondFuture, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
-
Calculates the number related to bond futures product on which the daily margin is computed.
- marginIndex(BondFutureOption, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
-
Calculates the number related to bond futures product on which the daily margin is computed.
- marginIndex(IborFuture, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
-
Calculates the number related to Ibor futures product on which the daily margin is computed.
- marginIndex(IborFutureOption, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
-
Calculates the number related to Ibor futures product on which the daily margin is computed.
- marginIndex(DeliverableSwapFuture, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
-
Calculates the number related to deliverable swap futures product on which the daily margin is computed.
- marginIndexSensitivity(BondFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
-
Calculates the margin index sensitivity of the bond future product.
- marginIndexSensitivity(BondFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
-
Calculates the margin index sensitivity of the bond future product.
- marginIndexSensitivity(IborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
-
Calculates the margin index sensitivity of the Ibor future product.
- marginIndexSensitivity(IborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
-
Calculates the margin index sensitivity of the Ibor future product.
- marginIndexSensitivity(DeliverableSwapFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
-
Calculates the margin index sensitivity of the deliverable swap futures product.
- market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureFunctionGroups
-
Obtains the function group providing all built-in measures on generic future
trades based solely on querying the market for the present value.
- market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionFunctionGroups
-
Obtains the function group providing all built-in measures on generic future option
trades based solely on querying the market for the present value.
- MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName
-
The field name for market value.
- MarketData - Interface in com.opengamma.strata.basics.market
-
A set of market data used when calculating values for a single scenario.
- marketData(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
Sets the market data.
- marketData() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
The meta-property for the marketData property.
- MarketDataBox<T> - Interface in com.opengamma.strata.calc.marketdata.scenario
-
A box which can provide values for an item of market data used in scenarios.
- MarketDataBuilder - Class in com.opengamma.strata.basics.market
-
Mutable builder for building instances of
MarketData.
- MarketDataBuilder() - Constructor for class com.opengamma.strata.basics.market.MarketDataBuilder
-
- marketDataConfig(MarketDataConfig) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
Sets the configuration needed to build non-observable market data, for example curves or surfaces.
- marketDataConfig() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the marketDataConfig property.
- MarketDataConfig - Class in com.opengamma.strata.calc.marketdata.config
-
Configuration required for building non-observable market data, for example curves or surfaces.
- MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata.config
-
The meta-bean for MarketDataConfig.
- MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata.config
-
- MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata
-
A market data factory build market data.
- marketDataFactory() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns a market data factory containing the standard set of market data functions.
- marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
The meta-property for the marketDataFeed property.
- MarketDataFeed - Class in com.opengamma.strata.basics.market
-
Identifies a feed of market data, for example Bloomberg or Reuters.
- marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
Sets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
- marketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountFactorsId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexRatesId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
The meta-property for the marketDataFeed property.
- marketDataFeed() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
-
The meta-property for the marketDataFeed property.
- MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata.scenario
-
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
- MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata.function
-
A market data function creates items of market data for a set of market data IDs.
- marketDataFunctions() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns the standard market data functions used to build market data values from other market data.
- MarketDataId<T> - Interface in com.opengamma.strata.basics.market
-
An identifier for a unique item of market data.
- MarketDataKey<T> - Interface in com.opengamma.strata.basics.market
-
A key that identifies an item of market data.
- MarketDataKeys - Class in com.opengamma.strata.market.key
-
Factory methods for creating
MarketDataKey instances for common market data types.
- MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.calc.marketdata.mapping
-
A market data mapping can be thought of as a configuration rule that tells the system where to
find a piece of market data that is required for a calculation.
- marketDataMappings(MarketDataMappings) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Builder
-
Sets mappings that specify the market data that should be used in the calculation.
- marketDataMappings() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
The meta-property for the marketDataMappings property.
- MarketDataMappings - Interface in com.opengamma.strata.calc.marketdata.mapping
-
Market data mappings specify which market data from the global set of data should be used for a particular
calculation.
- MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping
-
- MarketDataRatesProvider - Class in com.opengamma.strata.function.marketdata
-
A rates provider based on market data from the engine.
- MarketDataRatesProvider(SingleCalculationMarketData) - Constructor for class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
Creates an instance.
- MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata
-
A collection of market data IDs defining a set of market data.
- MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketDataRequirements.
- MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
-
- MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
- MarketDataRule - Interface in com.opengamma.strata.calc.config
-
A market data rule decides what market data should be used in calculations for a calculation target.
- marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
Sets the rules defining what market data should be used in each calculation.
- marketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the marketDataRules property.
- marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the market data rules that apply to this column in addition to the default rules.
- marketDataRules() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the marketDataRules property.
- MarketDataRules - Interface in com.opengamma.strata.calc.config
-
Market data rules specify what market data should be used when calculating measures for a target.
- marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
Sets the type of market data handled by this mapping.
- marketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
The meta-property for the marketDataType property.
- MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate
-
Utilities for manipulating market data.
- MarketDataValue<T extends MarketDataValue<T>> - Interface in com.opengamma.strata.market
-
A single item of high-level market data identified by a key and valuation date.
- MarketEnvironment - Class in com.opengamma.strata.calc.marketdata
-
A set of market data.
- marketEnvironment(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
Sets the market data that was successfully built.
- marketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
The meta-property for the marketEnvironment property.
- MarketEnvironment.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketEnvironment.
- MarketEnvironmentBuilder - Class in com.opengamma.strata.calc.marketdata
-
- MarketEnvironmentResult - Class in com.opengamma.strata.calc.marketdata
-
The result of building a set of market data, containing the successfully built data and details of
any data that could not be built.
- MarketEnvironmentResult.Builder - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for MarketEnvironmentResult.
- MarketEnvironmentResult.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketEnvironmentResult.
- MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Calculator to obtain the Market Quote sensitivities.
- MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
- matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Checks if the date matches the rules of the roll convention.
- matches(I, MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
-
Applies the filter to a market data ID and the corresponding market data value
and returns true if the filter matches.
- matches(MarketDataId<?>, MarketDataBox<?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns true if the filter matches the market data ID and value.
- matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and matches the specified pattern.
- matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- matches(DiscountCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- matches(RateIndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- matches(RateIndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
- matches(RateCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- Matrix - Interface in com.opengamma.strata.collect.array
-
Base interface for all matrix types.
- maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the adjustment applied to the fixing date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the maturityDateOffset property.
- maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the maturityDateOffset property.
- max() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
Sets the maximum number of steps for the root finder.
- maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
The meta-property for the maximumSteps property.
- Measure - Class in com.opengamma.strata.calc.config
-
Identifies a measure that can be produced by the system.
- measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the measure encoded in a value path, if present.
- measures() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
The meta-property for the measures property.
- merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Merges the entries from the other matrix into this one.
- merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule by combining the regular schedule periods.
- mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule with a single 'Term' period.
- message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the message property.
- message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the message property.
- Messages - Class in com.opengamma.strata.collect
-
Contains utility methods for managing messages.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
-
The meta-bean for FxRate.
- meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
The meta-bean for MultiCurrencyAmount.
- meta() - Static method in class com.opengamma.strata.basics.currency.Payment
-
The meta-bean for Payment.
- meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
The meta-bean for AdjustableDate.
- meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
The meta-bean for BusinessDayAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
The meta-bean for DaysAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
The meta-bean for ImmutableHolidayCalendar.
- meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
The meta-bean for PeriodAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
The meta-bean for TenorAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.index.FloatingRateName
-
The meta-bean for FloatingRateName.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
The meta-bean for ImmutableFxIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
The meta-bean for ImmutableIborIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
The meta-bean for ImmutableOvernightIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
The meta-bean for ImmutablePriceIndex.
- meta() - Static method in class com.opengamma.strata.basics.market.FxRateId
-
The meta-bean for FxRateId.
- meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey
-
The meta-bean for FxRateKey.
- meta() - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
The meta-bean for ImmutableMarketData.
- meta() - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
The meta-bean for ScenarioValuesList.
- meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
The meta-bean for PeriodicSchedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
The meta-bean for Schedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
The meta-bean for SchedulePeriod.
- meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
The meta-bean for HalfUpRounding.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
The meta-bean for ValueAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
The meta-bean for ValueDerivatives.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
The meta-bean for ValueSchedule.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
-
The meta-bean for ValueStep.
- meta() - Static method in class com.opengamma.strata.calc.CalculationRules
-
The meta-bean for CalculationRules.
- meta() - Static method in class com.opengamma.strata.calc.Column
-
The meta-bean for Column.
- meta() - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
The meta-bean for AllTargetsMarketDataRule.
- meta() - Static method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
The meta-bean for CalculationTaskConfig.
- meta() - Static method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
The meta-bean for CalculationTasksConfig.
- meta() - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
The meta-bean for DefaultMarketDataRule.
- meta() - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
The meta-bean for DefaultMarketDataRules.
- meta() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
The meta-bean for FunctionConfig.
- meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
The meta-bean for DefaultFunctionGroup.
- meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
The meta-bean for DefaultPricingRules.
- meta() - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
The meta-bean for PricingRule.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
The meta-bean for CalculationMarketDataMap.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
The meta-bean for CalculationRequirements.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
The meta-bean for MarketDataConfig.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
The meta-bean for FunctionRequirements.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
The meta-bean for DefaultMarketDataMappings.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
The meta-bean for MarketDataRequirements.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
The meta-bean for MarketEnvironment.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
The meta-bean for MarketEnvironmentResult.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
The meta-bean for PerturbationMapping.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
The meta-bean for ScenarioDefinition.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
The meta-bean for ScenarioMarketDataBox.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
The meta-bean for SingleMarketDataBox.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
The meta-bean for CalculationResult.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
The meta-bean for CurrencyValuesArray.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
The meta-bean for DefaultScenarioResult.
- meta() - Static method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
The meta-bean for FxConvertibleList.
- meta() - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
-
The meta-bean for MissingMappingId.
- meta() - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
The meta-bean for NoMatchingRuleId.
- meta() - Static method in class com.opengamma.strata.calc.runner.Results
-
The meta-bean for Results.
- meta() - Static method in class com.opengamma.strata.collect.id.StandardId
-
The meta-bean for StandardId.
- meta() - Static method in class com.opengamma.strata.collect.id.StandardLink
-
The meta-bean for StandardLink.
- meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange
-
The meta-bean for LocalDateRange.
- meta() - Static method in class com.opengamma.strata.collect.result.Failure
-
The meta-bean for Failure.
- meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
-
The meta-bean for FailureItem.
- meta() - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for Result.
- meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
The meta-bean for DoublesPair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
The meta-bean for IntDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
The meta-bean for LongDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for ObjDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
The meta-bean for ObjectDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for ObjIntPair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for Pair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for Triple.
- meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
The meta-bean for CurveParallelShifts.
- meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
The meta-bean for CurvePointShifts.
- meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
The meta-bean for RootFinderConfig.
- meta() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
The meta-bean for FxRateConfig.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
The meta-bean for DiscountCurveMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
The meta-bean for DiscountFactorsMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
The meta-bean for IborIndexRatesMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
The meta-bean for OvernightIndexRatesMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
The meta-bean for RateIndexCurveMapping.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
The meta-bean for AnyCurveFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
The meta-bean for AnyDiscountCurveFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
The meta-bean for AnyIndexForwardCurveFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
The meta-bean for CurveNameFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
The meta-bean for CurveRateIndexFilter.
- meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
The meta-bean for RateCurveCurrencyFilter.
- meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
-
The meta-bean for CashFlow.
- meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
-
The meta-bean for CashFlows.
- meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
The meta-bean for LegAmounts.
- meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
The meta-bean for SwapLegAmount.
- Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
The meta-bean for ConstantNodalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
The meta-bean for CurveCurrencyParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
The meta-bean for CurveCurrencyParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
The meta-bean for CurveGroup.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
The meta-bean for CurveGroupDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
The meta-bean for CurveGroupEntry.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveInputs
-
The meta-bean for CurveInputs.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
The meta-bean for CurveParameterSize.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
The meta-bean for CurveUnitParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
The meta-bean for CurveUnitParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
The meta-bean for DefaultCurveMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
The meta-bean for InterpolatedNodalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
The meta-bean for InterpolatedNodalCurveDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
The meta-bean for IsdaCreditCurveInputs.
- meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
The meta-bean for IsdaYieldCurveInputs.
- meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
The meta-bean for JacobianCalibrationMatrix.
- meta() - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
The meta-bean for SimpleCurveNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
The meta-bean for TenorCurveNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
The meta-bean for YearMonthCurveNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
The meta-bean for FixedIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
The meta-bean for FixedOvernightSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
The meta-bean for FraCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
The meta-bean for FxSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
The meta-bean for IborFixingDepositCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
The meta-bean for IborFutureCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
The meta-bean for IborIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
The meta-bean for TermDepositCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
The meta-bean for XCcyIborIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
The meta-bean for CurveParallelShift.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
The meta-bean for CurvePointShift.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
The meta-bean for IndexedCurvePointShift.
- meta() - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
The meta-bean for ParallelShiftedCurve.
- meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
The meta-bean for ExplainMap.
- meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId
-
The meta-bean for CurveGroupId.
- meta() - Static method in class com.opengamma.strata.market.id.CurveInputsId
-
The meta-bean for CurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId
-
The meta-bean for DiscountCurveId.
- meta() - Static method in class com.opengamma.strata.market.id.DiscountFactorsId
-
The meta-bean for DiscountFactorsId.
- meta() - Static method in class com.opengamma.strata.market.id.IborIndexRatesId
-
The meta-bean for IborIndexRatesId.
- meta() - Static method in class com.opengamma.strata.market.id.IndexRateId
-
The meta-bean for IndexRateId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
The meta-bean for IsdaIndexCreditCurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
The meta-bean for IsdaIndexRecoveryRateId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
The meta-bean for IsdaSingleNameCreditCurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
The meta-bean for IsdaSingleNameRecoveryRateId.
- meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
The meta-bean for IsdaYieldCurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
The meta-bean for OvernightIndexRatesId.
- meta() - Static method in class com.opengamma.strata.market.id.QuoteId
-
The meta-bean for QuoteId.
- meta() - Static method in class com.opengamma.strata.market.id.RateIndexCurveId
-
The meta-bean for RateIndexCurveId.
- meta() - Static method in class com.opengamma.strata.market.key.CurveGroupKey
-
The meta-bean for CurveGroupKey.
- meta() - Static method in class com.opengamma.strata.market.key.CurveInputsKey
-
The meta-bean for CurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
-
The meta-bean for DiscountCurveKey.
- meta() - Static method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
The meta-bean for DiscountFactorsKey.
- meta() - Static method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
The meta-bean for FxIndexRatesKey.
- meta() - Static method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
The meta-bean for IborIndexRatesKey.
- meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey
-
The meta-bean for IndexRateKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
The meta-bean for IsdaIndexCreditCurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
The meta-bean for IsdaIndexRecoveryRateKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
The meta-bean for IsdaSingleNameRecoveryRateKey.
- meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
The meta-bean for IsdaYieldCurveInputsKey.
- meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
The meta-bean for OvernightIndexRatesKey.
- meta() - Static method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
The meta-bean for PriceIndexValuesKey.
- meta() - Static method in class com.opengamma.strata.market.key.QuoteKey
-
The meta-bean for QuoteKey.
- meta() - Static method in class com.opengamma.strata.market.key.RateIndexCurveKey
-
The meta-bean for RateIndexCurveKey.
- meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
The meta-bean for DeltaStrike.
- meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
The meta-bean for LogMoneynessStrike.
- meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
The meta-bean for MoneynessStrike.
- meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
The meta-bean for SimpleStrike.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
The meta-bean for BondFutureOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
The meta-bean for FxForwardSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
The meta-bean for FxIndexSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
The meta-bean for FxOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
The meta-bean for IborFutureOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
The meta-bean for IborRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
The meta-bean for InflationRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
The meta-bean for IssuerCurveZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
The meta-bean for OvernightRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
The meta-bean for PointSensitivities.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
The meta-bean for RepoCurveZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
The meta-bean for SwaptionSabrSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
The meta-bean for SwaptionSensitivity.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
The meta-bean for ZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
The meta-bean for ConstantNodalSurface.
- meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
The meta-bean for DefaultSurfaceMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
The meta-bean for EmptySurfaceParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
The meta-bean for InterpolatedNodalSurface.
- meta() - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
The meta-bean for SurfaceCurrencyParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
The meta-bean for SurfaceCurrencyParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
The meta-bean for CdsRecoveryRate.
- meta() - Static method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
The meta-bean for DiscountFxForwardRates.
- meta() - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
The meta-bean for DiscountFxIndexRates.
- meta() - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
The meta-bean for DiscountIborIndexRates.
- meta() - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
The meta-bean for DiscountOvernightIndexRates.
- meta() - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
The meta-bean for ForwardPriceIndexValues.
- meta() - Static method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
The meta-bean for IssuerCurveDiscountFactors.
- meta() - Static method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
The meta-bean for RepoCurveDiscountFactors.
- meta() - Static method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
The meta-bean for SimpleDiscountFactors.
- meta() - Static method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
The meta-bean for ZeroRateDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.
- meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
The meta-bean for BlackVolatilityFlatFxProvider.
- meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
The meta-bean for BlackVolatilitySurfaceFxProvider.
- meta() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
- meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
The meta-bean for ImmutableRatesProvider.
- meta() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
The meta-bean for LegalEntityDiscountingProvider.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
The meta-bean for BlackVolatilityExpiryTenorSwaptionProvider.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
The meta-bean for NormalVolatilityExpiryTenorSwaptionProvider.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
The meta-bean for SabrVolatilitySwaptionProvider.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
-
The meta-bean for BondFuture.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
-
The meta-bean for BondFutureOption.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
The meta-bean for BondFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
-
The meta-bean for BondFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
The meta-bean for ExpandedFixedCouponBond.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
-
The meta-bean for FixedCouponBond.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
The meta-bean for FixedCouponBondPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
The meta-bean for FixedCouponBondTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.Cds
-
The meta-bean for Cds.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
-
The meta-bean for CdsTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.ExpandedCds
-
The meta-bean for ExpandedCds.
- Meta() - Constructor for class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.product.credit.FeeLeg
-
The meta-bean for FeeLeg.
- meta() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
The meta-bean for IndexReferenceInformation.
- meta() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
-
The meta-bean for PeriodicPayments.
- meta() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
The meta-bean for SingleNameReferenceInformation.
- meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
The meta-bean for ImmutableCdsConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
The meta-bean for ExpandedIborFixingDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
The meta-bean for ExpandedTermDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
The meta-bean for IborFixingDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
The meta-bean for IborFixingDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
-
The meta-bean for TermDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
The meta-bean for TermDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
The meta-bean for IborFixingDepositTemplate.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
The meta-bean for ImmutableIborFixingDepositConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
The meta-bean for ImmutableTermDepositConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
The meta-bean for TermDepositTemplate.
- meta() - Static method in class com.opengamma.strata.product.equity.Equity
-
The meta-bean for Equity.
- meta() - Static method in class com.opengamma.strata.product.equity.EquityTrade
-
The meta-bean for EquityTrade.
- meta() - Static method in class com.opengamma.strata.product.fra.ExpandedFra
-
The meta-bean for ExpandedFra.
- meta() - Static method in class com.opengamma.strata.product.fra.Fra
-
The meta-bean for Fra.
- meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
-
The meta-bean for FraTrade.
- meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
The meta-bean for FraTemplate.
- meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
The meta-bean for ImmutableFraConvention.
- meta() - Static method in class com.opengamma.strata.product.future.GenericFuture
-
The meta-bean for GenericFuture.
- meta() - Static method in class com.opengamma.strata.product.future.GenericFutureOption
-
The meta-bean for GenericFutureOption.
- meta() - Static method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
The meta-bean for GenericFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.future.GenericFutureTrade
-
The meta-bean for GenericFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
The meta-bean for ExpandedFxNdf.
- meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
The meta-bean for ExpandedFxSingle.
- meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
The meta-bean for ExpandedFxSwap.
- meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
-
The meta-bean for FxNdf.
- meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
The meta-bean for FxNdfTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
-
The meta-bean for FxSingle.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
The meta-bean for FxSingleTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
-
The meta-bean for FxSwap.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
The meta-bean for FxSwapTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption
-
The meta-bean for FxVanillaOption.
- meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
The meta-bean for FxVanillaOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
The meta-bean for FxSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
The meta-bean for ImmutableFxSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.index.IborFuture
-
The meta-bean for IborFuture.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
-
The meta-bean for IborFutureOption.
- Meta() - Constructor for class com.opengamma.strata.product.index.IborFutureOption.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
The meta-bean for IborFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
-
The meta-bean for IborFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
The meta-bean for IborFutureTemplate.
- meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
The meta-bean for ImmutableIborFutureConvention.
- meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
-
The meta-bean for BulletPayment.
- meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
The meta-bean for BulletPaymentTrade.
- meta() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
-
The meta-bean for FixedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
The meta-bean for IborAveragedFixing.
- meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
The meta-bean for IborAveragedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
The meta-bean for IborInterpolatedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborRateObservation
-
The meta-bean for IborRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
The meta-bean for InflationInterpolatedRateObservation.
- Meta() - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
The meta-bean for InflationMonthlyRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
The meta-bean for OvernightAveragedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
The meta-bean for OvernightCompoundedRateObservation.
- meta() - Static method in class com.opengamma.strata.product.SecurityLink
-
The meta-bean for SecurityLink.
- meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
The meta-bean for DeliverableSwapFuture.
- meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
The meta-bean for DeliverableSwapFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.ExpandedSwap
-
The meta-bean for ExpandedSwap.
- meta() - Static method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
The meta-bean for ExpandedSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
The meta-bean for FixedRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.FxReset
-
The meta-bean for FxReset.
- meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
-
The meta-bean for FxResetCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
The meta-bean for FxResetNotionalExchange.
- meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
The meta-bean for IborRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
The meta-bean for InflationRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
The meta-bean for KnownAmountPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
The meta-bean for KnownAmountSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
The meta-bean for NotionalExchange.
- meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
The meta-bean for NotionalSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
The meta-bean for OvernightRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
-
The meta-bean for PaymentSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
The meta-bean for RateAccrualPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
The meta-bean for RateCalculationSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
The meta-bean for RatePaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
The meta-bean for RatePeriodSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
-
The meta-bean for ResetSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
The meta-bean for StubCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.Swap
-
The meta-bean for Swap.
- meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
The meta-bean for SwapTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
The meta-bean for FixedIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
The meta-bean for FixedOvernightSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
The meta-bean for FixedRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
The meta-bean for IborIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The meta-bean for IborRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
The meta-bean for ImmutableFixedIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
The meta-bean for ImmutableFixedOvernightSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
The meta-bean for ImmutableIborIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
The meta-bean for ImmutableXCcyIborIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
The meta-bean for OvernightRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
The meta-bean for XCcyIborIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swaption.CashSettlement
-
The meta-bean for CashSettlement.
- meta() - Static method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
The meta-bean for ExpandedSwaption.
- meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
The meta-bean for PhysicalSettlement.
- meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
-
The meta-bean for Swaption.
- meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
The meta-bean for SwaptionTrade.
- meta() - Static method in class com.opengamma.strata.product.TradeInfo
-
The meta-bean for TradeInfo.
- meta() - Static method in class com.opengamma.strata.product.UnitSecurity
-
The meta-bean for UnitSecurity.
- meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
The meta-bean for CashFlowReport.
- meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for FormatSettings.
- meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
The meta-bean for ReportCalculationResults.
- meta() - Static method in class com.opengamma.strata.report.ReportRequirements
-
The meta-bean for ReportRequirements.
- Meta() - Constructor for class com.opengamma.strata.report.ReportRequirements.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
-
The meta-bean for TradeReport.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
-
The meta-bean for TradeReportColumn.
- Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
Restricted constructor.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
The meta-bean for TradeReportTemplate.
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- metaBean() - Method in class com.opengamma.strata.calc.CalculationRules
-
- metaBean() - Method in class com.opengamma.strata.calc.Column
-
- metaBean() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
- metaBean() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
- metaBean() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
- metaBean() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
- metaBean() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
- metaBean() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- metaBean() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.Results
-
- metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- metaBean() - Method in class com.opengamma.strata.collect.id.StandardId
-
- metaBean() - Method in class com.opengamma.strata.collect.id.StandardLink
-
- metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement
-
- metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
- metaBean() - Method in class com.opengamma.strata.collect.result.Failure
-
- metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
-
- metaBean() - Method in class com.opengamma.strata.collect.result.Result
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
- metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- metaBean() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- metaBean() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- metaBean() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- metaBean() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
- metaBean() - Method in class com.opengamma.strata.market.id.QuoteId
-
- metaBean() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
- metaBean() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey
-
- metaBean() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
-
- metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- metaBean() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- metaBean() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
- metaBean() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
- metaBean() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- metaBean() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- metaBean() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
- metaBean() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.Cds
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
- metaBean() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- metaBean() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- metaBean() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- metaBean() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.equity.Equity
-
- metaBean() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
- metaBean() - Method in class com.opengamma.strata.product.fra.Fra
-
- metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- metaBean() - Method in class com.opengamma.strata.product.future.GenericFuture
-
- metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityLink
-
- metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.Swap
-
- metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.TradeInfo
-
- metaBean() - Method in class com.opengamma.strata.product.UnitSecurity
-
- metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
The meta-property for the metadata property.
- metadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
The meta-property for the metadata property.
- metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Returns metadata for the node.
- metadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
The meta-property for the metadata property.
- metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the curve metadata.
- metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the metadata property.
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Creates the curve metadata.
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- metadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
The meta-property for the metadata property.
- metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the surface metadata.
- metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the metadata property.
- metadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
The meta-property for the metadata property.
- metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
The meta-bean for DefaultFunctionGroup.
- metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
The meta-bean for DefaultScenarioResult.
- metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for FormatSettings.
- metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
The meta-bean for FunctionConfig.
- metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for ObjDoublePair.
- metaObjectDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
The meta-bean for ObjectDoublePair.
- metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for ObjIntPair.
- metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for Pair.
- metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
The meta-bean for PerturbationMapping.
- metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
The meta-bean for PricingRule.
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
-
Deprecated.
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountFactorsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IborIndexRatesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityLink.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.UnitSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
-
Deprecated.
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountFactorsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IborIndexRatesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityLink.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for Result.
- metaScenarioMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
The meta-bean for ScenarioMarketDataBox.
- metaScenarioValuesList(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
The meta-bean for ScenarioValuesList.
- metaSecurityLink(Class<R>) - Static method in class com.opengamma.strata.product.SecurityLink
-
The meta-bean for SecurityLink.
- metaSingleMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
The meta-bean for SingleMarketDataBox.
- metaStandardLink(Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink
-
The meta-bean for StandardLink.
- metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for Triple.
- metaUnitSecurity(Class<R>) - Static method in class com.opengamma.strata.product.UnitSecurity
-
The meta-bean for UnitSecurity.
- min() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- minimumPeriod(Period) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
Sets the minimum period between the value date and the first future.
- minimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
The meta-property for the minimumPeriod property.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is equal to the difference between the
matching values in this array and the other array.
- minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is equal to the difference between the
matching values in this matrix and the other matrix.
- missing() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
Returns configuration for a function that is used when no function is configured to calculate a value.
- MissingConfigCalculationFunction - Class in com.opengamma.strata.calc.config
-
Function used when there is no function registered that can calculate a requested value.
- MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
-
- MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.calc.marketdata.mapping
-
ID mapping that returns the input ID if it has the feed
MarketDataFeed.NO_RULE
else it delegates to another instance to perform the mapping.
- MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
-
- MissingDataAwareObservableFunction - Class in com.opengamma.strata.calc.marketdata.function
-
Observable market data function that handles data that can't be built because there was
no market data rule for the calculation.
- MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction
-
- MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.calc.marketdata.function
-
Time series provider that handles data that can't be looked up because there was no
market data rule for the calculation.
- MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
-
- MissingMapping - Class in com.opengamma.strata.calc.marketdata.mapping
-
Market data mapping implementation used when there is no mapping for a key.
- MissingMappingId - Class in com.opengamma.strata.calc.runner
-
Market data ID that wraps a key for which there is no market data mapping.
- MissingMappingId.Meta - Class in com.opengamma.strata.calc.runner
-
The meta-bean for MissingMappingId.
- MissingMappingMarketDataFunction - Class in com.opengamma.strata.calc.marketdata.function
-
Market data function that creates failures with helpful error messages when there is no
mapping for an item of market data requested by a calculation.
- MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
- MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without
crossing mid-month or month end.
- MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
- modifiedDurationFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the modified duration of the fixed coupon bond product from yield.
- modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the modifyingValue property.
- MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a strike based on moneyness, defined as strike/forward.
- MoneynessStrike - Class in com.opengamma.strata.market.option
-
A strike based on moneyness.
- MoneynessStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for MoneynessStrike.
- MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
-
The 'Monthly-IMM' date sequence.
- MONTHS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the number of months relative to a base month - 'Months'.
- MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
-
A map of currency amounts keyed by currency.
- MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for MultiCurrencyAmount.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the amount multiplied.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
- multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Multiplies the sensitivities in this instance by the specified factor.
- multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Multiplies the sensitivities in this builder by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Multiplies the sensitivity values in this instance by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
Mutable builder for sensitivity to a group of curves.
- MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an empty instance.
- MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivity.
- MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivities.
- mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Mutates each element in the array using an operator by mutation.
- mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Adds a constant value to each element in the array by mutation.
- mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Multiplies each element in the array by a value by mutation.
- MX - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MX' - Mexico.
- MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MXN' - Mexican Peso.
- MY - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MY' - Malaysia.
- MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MYR' - Malaysian Ringgit.
- ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one double.
- ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an Object and a double.
- ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for ObjDoublePair.
- ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one double.
- ObjectDoublePair<A> - Class in com.opengamma.strata.collect.tuple
-
- ObjectDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
Deprecated.
The meta-bean for ObjectDoublePair.
- ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one int.
- ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an Object and an int.
- ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for ObjIntPair.
- ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one int.
- ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one long.
- ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one long.
- ObservableId - Interface in com.opengamma.strata.basics.market
-
A market data identifier that identifies observable data.
- ObservableKey - Interface in com.opengamma.strata.basics.market
-
A market data key that identifies observable data.
- ObservableMarketDataFunction - Interface in com.opengamma.strata.calc.marketdata.function
-
A function for building for items of observable market data.
- observableRates(Map<CurrencyPair, QuoteKey>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
Sets the keys identifying FX rates which are observable in the market, keyed by their conventional currency pair.
- observableRates() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
The meta-property for the observableRates property.
- observables() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements.Meta
-
The meta-property for the observables property.
- observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the observables property.
- OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of rate observations.
- of(String) - Static method in enum com.opengamma.strata.basics.BuySell
-
Obtains the type from a unique name.
- of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains an instance of Currency for the specified ISO-4217 three letter currency code.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified currency and amount.
- of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified ISO-4217
three letter currency code and amount.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains a currency pair from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an FxMatrix containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an FxMatrix containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an FX rate from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an FX rate from a currency pair.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains a MultiCurrencyAmount from a currency and amount.
- of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains a MultiCurrencyAmount from an array of CurrencyAmount objects.
- of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains a MultiCurrencyAmount from a list of CurrencyAmount objects.
- of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains a MultiCurrencyAmount from a map of currency to amount.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Creates a Payment representing an amount.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Creates a Payment representing an amount.
- of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with no business day adjustment.
- of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an adjustable date.
- of(BusinessDayConvention, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Obtains an adjustment using a specific convention and calendar.
- of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Obtains a BusinessDayConvention from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
-
Obtains a DateSequence from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains a DayCount from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Obtains a HolidayCalendar from a unique name.
- of(String, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains a HolidayCalendar from a set of holiday dates and weekend days.
- of(String, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains a HolidayCalendar from a set of holiday dates and weekend days.
- of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Obtains a PeriodAdditionConvention from a unique name.
- of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains a period adjustment that can adjust a date by the specified period.
- of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains a Tenor from a Period.
- of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains a tenor adjustment that can adjust a date by the specified tenor.
- of(String) - Static method in class com.opengamma.strata.basics.index.FloatingRateName
-
Obtains a FloatingRateName from a unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Obtains the type from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
-
Obtains an FxIndex from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
-
Obtains a IborIndex from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Obtains an OvernightIndex from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
-
Obtains an PriceIndex from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.interpolator.CurveExtrapolator
-
Obtains a CurveExtrapolator from a unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.interpolator.CurveInterpolator
-
Obtains a CurveInterpolator from a unique name.
- of(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains an instance of Country for the specified ISO-3166-1 alpha-2
two letter country code dynamically creating a country if necessary.
- of(String) - Static method in enum com.opengamma.strata.basics.LongShort
-
Obtains the type from a unique name.
- of(String) - Static method in class com.opengamma.strata.basics.market.FieldName
-
Obtains a FieldName by name.
- of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Creates an ID for the FX rate for a currency pair.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Creates an ID for the FX rate for a currency pair.
- of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Creates an ID for the FX rate for a currency pair.
- of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
-
Creates an ID for the FX rate for a currency pair.
- of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey
-
Creates a key to obtain the market FX rate associated with a currency pair.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey
-
Creates a key to obtain the market FX rate associated with a currency pair.
- of(Map<? extends MarketDataKey<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Returns a set of market data containing the values in the map.
- of(Map<? extends MarketDataKey<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.MarketData
-
Builds a set of market data from the values in a map.
- of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed
-
Obtains a MarketDataFeed by name.
- of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
Returns a scenario values list containing the values.
- of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
Returns a scenario values list containing the values.
- of(String) - Static method in enum com.opengamma.strata.basics.PayReceive
-
Obtains the type from a unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.PutCall
-
Obtains the type from a unique name.
- of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains a periodic frequency from a Period.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on a stub convention and end-of-month flag.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on roll and stub conventions.
- of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains a RollConvention from a unique name.
- of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from the adjusted and unadjusted dates.
- of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from two dates.
- of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Obtains the type from a unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Obtains the type from a unique name.
- of(double, double[]) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Obtains an instance.
- of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains a ValueSchedule with a single value that does not change over time.
- of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains a ValueSchedule with a list of changes.
- of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains a ValueSchedule with a list of changes.
- of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains a step that applies at a specific schedule period index.
- of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains a step that applies at a specific date.
- of(Measure) - Static method in class com.opengamma.strata.calc.Column
-
Returns a column that contains the specified measure and uses the default calculation rules.
- of(Measure, String) - Static method in class com.opengamma.strata.calc.Column
-
Returns a column that contains the specified measure and uses the default calculation rules.
- of(ColumnDefinition) - Static method in class com.opengamma.strata.calc.Column
-
Returns a column defined by the definition that uses the default calculation rules.
- of(Measure) - Static method in interface com.opengamma.strata.calc.ColumnDefinition
-
Returns a definition of a column that contains the same measure in all rows and whose name is the measure name.
- of(Measure, String) - Static method in interface com.opengamma.strata.calc.ColumnDefinition
-
Returns a definition of a column with the specified name that contains the same measure in all rows.
- of(String) - Static method in class com.opengamma.strata.calc.ColumnName
-
Obtains a ColumnName by name.
- of(MarketDataMappings) - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
- of(CalculationTarget, int, int, FunctionConfig, Map<String, Object>, MarketDataMappings, ReportingRules) - Static method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Returns configuration for a task that will calculate a value for a target.
- of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
Returns a rule which returns the mappings for any target that is an instance of one of the target types.
- of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
Returns a rule which returns the mappings for any target that is an instance of one of the target types.
- of(List<MarketDataRule>) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
Returns a set of rules made of from multiple individual rules.
- of(MarketDataRule...) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
Returns a set of rules made of from multiple individual rules.
- of(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
-
Returns configuration for a function that doesn't contain any constructor arguments.
- of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRule
-
Returns a market data rule that matches any target which is an instance of any of the target types.
- of(MarketDataRule...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules
-
Returns a set of market data rules that delegates to multiple individual rules, returning the first
valid mapping it finds.
- of(String) - Static method in class com.opengamma.strata.calc.config.Measure
-
Obtains a Measure by name.
- of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns a configured function group containing the specified function group and arguments.
- of(FunctionGroup<?>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
Returns a configured function group containing the specified function group and no arguments.
- of(PricingRule<?>...) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
Returns a set of pricing rules containing the specified individual rules.
- of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
Returns a set of pricing rules containing the specified individual rules.
- of(String) - Static method in class com.opengamma.strata.calc.config.pricing.FunctionGroupName
-
Obtains a FunctionGroupName by name.
- of(PricingRules...) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
-
Returns a set of pricing rules that delegates to multiple underlying sets of rules, returning the first
valid configuration it finds.
- of(ReportingRules...) - Static method in interface com.opengamma.strata.calc.config.ReportingRules
-
Returns a rule that tries each of the delegate rules in turn and returns the first currency it finds.
- of(MarketDataRequirements) - Static method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
Returns a set of calculation requirements built from a set of market data requirements.
- of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
-
Returns a set of market data mappings with the specified source of observable data and made up
of the specified individual mappings.
- of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Returns a set of requirements containing a single market data ID.
- of(Class<T>, MarketDataFilter<T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns a mapping containing a single perturbation.
- of(ScenarioMarketDataValue<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
Returns a market data box containing the value.
- of(T...) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
Returns a scenario market data box containing single market data values, one for each scenario.
- of(List<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
Returns a scenario market data box containing single market data values, one for each scenario.
- of(T) - Static method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
Returns a market data box containing a single market data value.
- of(CalculationTarget, int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
Returns a calculation result containing the target, the row and column in the results grid and the result
of a calculation.
- of(Currency, double[]) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Returns an instance with the specified currency and values.
- of(List<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Returns a set of scenario results containing the specified individual results.
- of(T...) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Returns a set of scenario results containing the specified individual results.
- of(List<? extends FxConvertible<?>>) - Static method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
Returns an instance containing the specified individual values.
- of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
-
Returns an ID wrapping a market data key for which there was no mapping.
- of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
Returns an ID wrapping a key requested by a calculation for a target with no market data rules.
- of(int, int, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.runner.Results
-
Returns a set of results for some calculations.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an empty immutable array.
- of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with a single value.
- of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with two values.
- of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with three values.
- of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with four values.
- of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with five values.
- of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with six values.
- of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with seven values.
- of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with eight values.
- of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with more than eight values.
- of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with entries filled using a function.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an empty instance.
- of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an immutable array with the specified size and values.
- of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- of(String, String) - Static method in class com.opengamma.strata.collect.id.StandardId
-
Obtains a StandardId from a scheme and value.
- of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified source as a CSV file.
- of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Creates an instance from a list of headers and rows.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Parses the specified source as an INI file.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
-
Parses the specified source as a properties file.
- of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map.
- of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map allowing for multiple values for each key.
- of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a string locator.
- of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Obtains an extended enum instance.
- of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
-
Obtains a half-open range of dates, including the start and excluding the end.
- of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a success Result wrapping the value produced by the
supplier.
- of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Obtains a point from date and value.
- of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains a time-series containing a single date and value.
- of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains a DoublesPair from two double elements.
- of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an IntDoublePair from an int and a double.
- of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains a LongDoublePair from a long and a double.
- of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an ObjectDoublePair from an Object and a double.
- of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
Obtains an ObjectDoublePair from an Object and a double.
- of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an ObjectDoublePair from an Object and an int.
- of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
Obtains a pair inferring the types.
- of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
Obtains a triple inferring the types.
- of(Map<CurrencyPair, QuoteKey>) - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
Returns FX rate configuration built using the data in the map.
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
Returns a new mapping based on the specified group and feed.
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
Returns a new mapping based on the specified group and feed.
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
Returns a new mapping based on the specified group and feed.
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
- of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
Returns a filter matching curves with the specified name.
- of(RateIndex) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
Returns a filter matching a curve for the specified index.
- of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
Returns a filter which matches curves with the specified currency.
- of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser
-
Obtains an FpmlTradeParser from a unique name.
- of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains a CashFlows instance from a single cash flow.
- of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains a CashFlows instance from a list of cash flows.
- of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(SwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Obtains an instance from a swap leg and amount.
- of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant curve with a specific value.
- of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant curve with a specific value.
- of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant curve with a specific value.
- of(CurveCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Obtains an instance from a multiple sensitivity entries.
- of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(CurveMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Obtains an instance from the curve metadata, currency and sensitivity.
- of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a curve group containing the specified curves.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
-
Obtains a CurveGroupName by name.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType
-
Obtains a CurveInfoType by name.
- of(Map<? extends MarketDataKey<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CurveInputs
-
Returns a CurveInputs instance containing the specified market data.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
-
Obtains a CurveName by name.
- of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Obtains an instance, specifying the name and parameter count.
- of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(CurveMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Obtains an instance from the curve metadata and sensitivity.
- of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Creates an interpolated curve with metadata.
- of(CurveName, Period[], LocalDate[], double[], CdsConvention, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Creates an instance of the par rates.
- of(CurveName, Period[], LocalDate[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Creates an instance of the par rates.
- of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Obtains an instance from the curve order and Jacobian matrix.
- of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
Creates node metadata using date and label.
- of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Creates node metadata using date and tenor.
- of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
Creates node metadata using date, tenor and label.
- of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Creates node metadata using date and year-month.
- of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
Creates node metadata using date, year-month and label.
- of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template and rate.
- of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(FixedOvernightSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template and rate.
- of(FixedOvernightSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key and spread.
- of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template and rate key.
- of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template, rate key and spread.
- of(FxSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a curve node for an FX Swap using the specified instrument template and keys.
- of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template and rate key.
- of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
- of(IborFutureTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template and rate key.
- of(IborFutureTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
- of(IborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for a Ibor-Ibor interest rate swap using the
specified instrument template and rate.
- of(IborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for a Ibor-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template and rate key.
- of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
- of(XCcyIborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template and rate.
- of(XCcyIborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
- of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
-
Obtains a ExplainKey by name.
- of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
Creates an instance from a populated map.
- of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId
-
- of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId
-
Returns an ID identifying a curve group.
- of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveInputsId
-
Returns an ID for the input data used when calibrating the specified curve.
- of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
-
Obtains an ID used to find the discount factor curve associated with a currency.
- of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
-
Obtains an ID used to find the discount factor curve associated with a currency.
- of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountFactorsId
-
Obtains an ID used to find the discount factors associated with a currency.
- of(IborIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IborIndexRatesId
-
Obtains an ID used to find the Ibor rates associated with an index.
- of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId
-
Returns an ID for market data for the specified index.
- of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId
-
Returns an ID for market data for the specified index.
- of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId
-
Returns an ID for the curve for the specified index.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
Creates an instance based on the reference information.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
Creates an instance based on the reference information.
- of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
Creates an instance based on a currency.
- of(OvernightIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
Obtains an ID used to find the Overnight rates associated with an index.
- of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId
-
- of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId
-
- of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId
-
Returns an ID representing a market quote.
- of(RateIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.RateIndexCurveId
-
Returns an ID for the curve for the specified index.
- of(RateIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.RateIndexCurveId
-
Returns an ID for the curve for the specified index.
- of(CurveGroupName) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
-
Returns a key identifying a curve group by name.
- of(String) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
-
Returns a key identifying a curve group by name.
- of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.key.CurveInputsKey
-
Returns an key identifying the input data used when calibrating the specified curve.
- of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
-
Obtains a key used to find the discount curve associated with a currency.
- of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
Obtains a key used to find the discount factors associated with a currency.
- of(FxIndex) - Static method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
Creates a key to obtain the rates associated with the FX index.
- of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
Creates a key to obtain the rates associated with the Ibor index.
- of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey
-
Creates a key to obtain the market value associated with an index.
- of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey
-
Creates a key to obtain a specific field associated with an index.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
Creates an instance based on the reference information.
- of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
Creates an instance based on the reference information.
- of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
Creates an instance based on the reference information.
- of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
Creates an instance based on a currency.
- of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
Creates a key to obtain the rates associated with the Overnight index.
- of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
Creates a key to obtain the rates associated with the Price index.
- of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey
-
Creates a key to obtain the market value associated with an identifier.
- of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey
-
Creates a key to obtain a specific field associated with an identifier.
- of(RateIndex) - Static method in class com.opengamma.strata.market.key.RateIndexCurveKey
-
Creates a key to obtain the forward curve associated with an index.
- of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
Obtains an instance of Delta with the value of absolute delta.
- of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of LogMoneyness with the value of log-moneyness.
- of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of Moneyness with the value of moneyness.
- of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
Obtains an instance of Strike with the value of strike.
- of(String) - Static method in class com.opengamma.strata.market.option.StrikeType
-
Obtains a StrikeType by name.
- of(StandardId, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
Obtains an BondFutureOptionSensitivity from the key, sensitivity currency and value.
- of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Obtains a FxForwardSensitivity from currency pair, reference currency, reference date and sensitivity value.
- of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
Obtains a FxForwardSensitivity from currency pair, reference currency, reference date
sensitivity currency and sensitivity value.
- of(FxIndex, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Obtains a FxIndexSensitivity from index, reference currency, fixing date and sensitivity value.
- of(FxIndex, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Obtains a FxIndexSensitivity from index, reference currency, fixing date,
sensitivity currency and sensitivity value.
- of(CurrencyPair, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
Obtains an FxOptionSensitivity from the key, value and currency.
- of(IborIndex, ZonedDateTime, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Obtains an IborFutureOptionSensitivity from the key and value.
- of(IborIndex, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
Obtains an IborFutureOptionSensitivity from the key, sensitivity currency and value.
- of(IborIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Obtains an IborRateSensitivity from the index, fixing date and value.
- of(IborIndex, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
Obtains a IborRateSensitivity from the index, fixing date, sensitivity currency and value.
- of(PriceIndex, YearMonth, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Obtains an InflationRateSensitivity from the index, reference month and value.
- of(PriceIndex, YearMonth, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
Obtains an InflationRateSensitivity from the index, reference month, sensitivity currency and value.
- of(Currency, LocalDate, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains a IssuerCurveZeroRateSensitivity from the curve currency, date, legal entity group and value.
- of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains a IssuerCurveZeroRateSensitivity from zero rate sensitivity and legal entity group.
- of(Currency, LocalDate, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
Obtains a IssuerCurveZeroRateSensitivity from the curve currency, date, sensitivity currency,
legal entity group and value.
- of(OvernightIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Obtains an OvernightRateSensitivity from the index, fixing date and value.
- of(OvernightIndex, LocalDate, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
Obtains an OvernightRateSensitivity from the index, fixing date, end date, sensitivity currency and value.
- of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains a PointSensitivities from an array of sensitivity entries.
- of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains a PointSensitivities from a list of sensitivity entries.
- of(Currency, LocalDate, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains a RepoCurveZeroRateSensitivity from the curve currency, date, bond group and value.
- of(ZeroRateSensitivity, BondGroup) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains a RepoCurveZeroRateSensitivity from zero rate sensitivity and bond group.
- of(Currency, LocalDate, Currency, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
Obtains a RepoCurveZeroRateSensitivity from the curve currency, date, sensitivity currency,
bond group and value.
- of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
Obtains a SwaptionSabrSensitivity from the specified elements.
- of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
Obtains a SwaptionSensitivity from the specified elements.
- of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Obtains a ZeroRateSensitivity from the curve currency, date and value.
- of(Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
Obtains a ZeroRateSensitivity from the curve currency, date, sensitivity currency and value.
- of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Creates a constant surface with a specific value.
- of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Creates a constant surface with a specific value.
- of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
Creates a constant surface with a specific value.
- of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, GridInterpolator2D) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Creates an interpolated surface with metadata.
- of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Creates node metadata using year fraction, strike and currency pair.
- of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
Creates node using year fraction, strike, label and currency pair.
- of(double, Strike) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Creates node metadata using year fraction and strike.
- of(double, Strike, String) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
Creates node using year fraction, strike and label.
- of(double, double) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Creates node metadata using swap convention, year fraction and strike.
- of(double, double, String) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
Creates node using swap convention, year fraction, strike and label.
- of(SurfaceCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Obtains an instance from a multiple sensitivity entries.
- of(List<? extends SurfaceCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(SurfaceMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Obtains an instance from the surface metadata, currency and sensitivity.
- of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName
-
Obtains a SurfaceName by name.
- of(String) - Static method in class com.opengamma.strata.market.value.BondGroup
-
Obtains a BondGroup by name.
- of(double) - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
Creates an instance of the recovery rate.
- of(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
-
Obtains the type from a unique name.
- of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.value.DiscountFactors
-
Creates a new discount factors instance from a curve.
- of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
Creates a new instance of FX forward rates instance
- of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
Creates a new FX index rates instance with no historic fixings.
- of(FxIndex, LocalDateDoubleTimeSeries, FxForwardRates) - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
Creates a new FX index rates instance.
- of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
Creates a new Ibor index rates instance with no historic fixings.
- of(IborIndex, LocalDateDoubleTimeSeries, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
Creates a new Ibor index rates instance.
- of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
Creates a new Overnight index rates instance with no historic fixings.
- of(OvernightIndex, LocalDateDoubleTimeSeries, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
Creates a new Overnight index rates instance.
- of(PriceIndex, LocalDate, LocalDateDoubleTimeSeries, InterpolatedNodalCurve) - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
Creates a new ForwardPriceIndexValues with no seasonality adjustment.
- of(PriceIndex, LocalDate, LocalDateDoubleTimeSeries, InterpolatedNodalCurve, DoubleArray) - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
Creates a new ForwardPriceIndexValues with seasonality adjustment.
- of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
Creates an instance of IssuerCurveDiscountFactors from discount factors and legal entity group.
- of(String) - Static method in class com.opengamma.strata.market.value.LegalEntityGroup
-
Obtains a LegalEntityGroup by name.
- of(DiscountFactors, BondGroup) - Static method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
Creates an instance of RepoCurveDiscountFactors from discount factors and bond group.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
Creates a new discount factors instance.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
Creates a new discount factors instance.
- of(String) - Static method in class com.opengamma.strata.market.ValueType
-
Obtains a ValueType by name.
- of(InterpolatedNodalSurface, StandardId, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Obtains an BlackVolatilityExpLogMoneynessBondFutureProvider.
- of(List<? extends CalibrationMeasure<? extends Trade>>) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(CalibrationMeasure<? extends Trade>...) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator
-
Obtains an instance, specifying tolerances and measures to use.
- of(ImmutableRatesProvider, CurveGroupDefinition) - Static method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
-
Obtains a generator from an existing provider and definition.
- of(String, Class<R>, ToDoubleBiFunction<R, ImmutableRatesProvider>, BiFunction<R, ImmutableRatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
Obtains a calibrator for a specific type of trade.
- of(NodalCurve, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Obtains a BlackVolatilityFlatFxProvider.
- of(NodalSurface, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Obtains a BlackVolatilitySurfaceFxProvider.
- of(InterpolatedNodalSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Obtains an NormalVolatilityExpSimpleMoneynessIborFutureProvider.
- of(NodalSurface, FixedIborSwapConvention, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
Creates a provider from the implied volatility surface and the date-time for which it is valid.
- of(NodalSurface, FixedIborSwapConvention, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
Creates a provider from the implied volatility surface and the date, time and zone for which it is valid.
- of(NodalSurface, FixedIborSwapConvention, DayCount, LocalDate) - Static method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
Creates a provider from the implied volatility surface and the date.
- of(NodalSurface, FixedIborSwapConvention, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
Creates a provider from the implied volatility surface and the date-time for which it is valid.
- of(NodalSurface, FixedIborSwapConvention, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
Creates a provider from the implied volatility surface and the date, time and zone for which it is valid.
- of(NodalSurface, FixedIborSwapConvention, DayCount, LocalDate) - Static method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
Creates a provider from the implied volatility surface and the date.
- of(SabrInterestRateParameters, FixedIborSwapConvention, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Creates a provider from the SABR model parameters and the date-time for which it is valid.
- of(SabrInterestRateParameters, FixedIborSwapConvention, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Creates a provider from the SABR model parameters and the date, time and zone for which it is valid.
- of(SabrInterestRateParameters, FixedIborSwapConvention, DayCount, LocalDate) - Static method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Creates a provider from the SABR model parameters and the date.
- of(String) - Static method in enum com.opengamma.strata.product.bond.YieldConvention
-
Obtains the convention from a unique name.
- of(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
-
Obtains the type from a unique name.
- of(Payment, PeriodicPayments) - Static method in class com.opengamma.strata.product.credit.FeeLeg
-
Creates a fee leg from the fee and payments.
- of(StandardId, int, int) - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Creates an instance.
- of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Creates an instance.
- of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Creates an instance.
- of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Obtains a convention from a unique name.
- of(String) - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
-
Looks up the convention corresponding to a given name.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains a convention from a unique name.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified index.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified period and index.
- of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified periods and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Obtains a convention based on the specified currency, business day adjustment,
day count convention and spot date offset.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Obtains a convention from a unique name.
- of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Obtains a template based on the specified period and convention.
- of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Obtains the compounding method from a unique name.
- of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains a convention from a unique name.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains a convention based on the specified index.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified period and index.
- of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified periods and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Obtains a convention based on the specified index.
- of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Creates an ExpandedFx from two equivalent payments in different currencies.
- of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
Creates an ExpandedFx from two amounts and the value date.
- of(ExpandedFxSingle, ExpandedFxSingle) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
Creates an ExpandedFxSwap from two legs.
- of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle from two amounts and the value date.
- of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle using a rate.
- of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap from two transactions.
- of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Obtains a convention from a unique name.
- of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified period and convention.
- of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified periods and convention.
- of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair and spot date offset.
- of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
- of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Obtains a convention from a unique name.
- of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Obtains a template based on the specified convention.
- of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Creates a convention based on the specified index and the sequence of dates.
- of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
-
Creates an FixedRateObservation.
- of(LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date with a weight of 1.
- of(LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date with a weight of 1.
- of(IborIndex, List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Creates an IborAveragedRateObservation from an index and fixings.
- of(IborIndex, IborIndex, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Creates an IborInterpolatedRateObservation from two indices and fixing date.
- of(IborIndex, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborRateObservation
-
Creates an IborRateObservation from an index and fixing date.
- of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Creates an InflationInterpolatedRateObservation from an index,
reference start month and reference end month.
- of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Creates an InflationMonthlyRateObservation from an index, reference
start month and reference end month.
- of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Creates an OvernightAveragedRateObservation from an index and period dates
- of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Creates an OvernightAveragedRateObservation from an index, period dates and rate cut-off.
- of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Creates an OvernightCompoundedRateObservation from an index and period dates
- of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Creates an OvernightCompoundedRateObservation from an index, period dates and rate cut-off.
- of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Obtains the type from a unique name.
- of(ExpandedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ExpandedSwap
-
Creates a swap from one or more swap legs.
- of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Obtains a rate calculation for the specified day count and rate.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Obtains the type from a unique name.
- of(FxIndex, Currency, LocalDate) - Static method in class com.opengamma.strata.product.swap.FxReset
-
Obtains an FxReset from the index, currency and fixing date.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Obtains the type from a unique name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
-
Obtains the type from a unique name.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Obtains a rate calculation for the specified index.
- of(PriceIndex, int, boolean) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Obtains a rate calculation for the specified price index.
- of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Obtains an instance based on a payment and schedule period.
- of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Obtains the type from a unique name.
- of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
Creates a NotionalExchange from the date and amount.
- of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains a NotionalSchedule with a single amount that does not change over time.
- of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains a NotionalSchedule with a single amount that does not change over time.
- of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains a NotionalSchedule with a notional amount that can change over time.
- of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Obtains the type from a unique name.
- of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Obtains a rate calculation for the specified index with accrual by compounding.
- of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Obtains the type from a unique name.
- of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(List<SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
-
Obtains the type from a unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Obtains a convention from a unique name.
- of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a template based on the specified period, tenor and convention.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Obtains a convention from a unique name.
- of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Obtains a convention based on the specified parameters.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Obtains a convention from a unique name.
- of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Obtains a convention based on the specified index.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
- of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a convention based on the specified index, specifying the accrual method.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Obtains a convention from a unique name.
- of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates the result of evaluating a token against an object.
- of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Obtains settings from category and formatter.
- of(LocalDate, List<Trade>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
Returns a new set of calculations results.
- of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a new trade report.
- ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofBus252(HolidayCalendar) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
- ofBusinessDays(int, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains a days adjustment that can adjust a date by a specific number of business days.
- ofBusinessDays(int, HolidayCalendar, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains a days adjustment that can adjust a date by a specific number of business days.
- ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell
-
Converts a boolean "is buy" flag to the enum value.
- ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains a days adjustment that can adjust a date by a specific number of calendar days.
- ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains a days adjustment that can adjust a date by a specific number of calendar days.
- ofChained(Stream<CharSource>) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Returns a single INI file that is the chained combination of the inputs.
- ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and no attributes.
- ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and attributes.
- ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a URL.
- ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
-
Obtains a closed range of dates, including the start and end.
- ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and no attributes.
- ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and attributes.
- ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-month.
- ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-week.
- ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Returns a tenor backed by a period of days.
- ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a periodic frequency backed by a period of days.
- ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period.
- ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period.
- ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains a value adjustment specifying an amount to add to the base value.
- ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains a value adjustment specifying a multiplication factor, adding it to the base value.
- ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a File.
- ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
Obtains a StubCalculation with a single fixed rate.
- ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from
payment date, forecast value and discount factor.
- ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from payment date, forecast value amount,
discount factor and currency.
- ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap using forward points.
- ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance from the number of decimal places and fraction.
- ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance from the number of decimal places and fraction.
- ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
Obtains a StubCalculation with linear interpolation of two floating rates.
- ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
-
Obtains a StubCalculation with a single floating rate.
- ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains a period adjustment that can adjust a date by the specified period using the
last business day of month convention.
- ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains a tenor adjustment that can adjust a date by the specified tenor using the
last business day of month convention.
- ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains a period adjustment that can adjust a date by the specified period using the
last day of month convention.
- ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains a tenor adjustment that can adjust a date by the specified tenor using the
last day of month convention.
- ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort
-
Converts a boolean "is long" flag to the enum value.
- ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Returns a tenor backed by a period of months.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a periodic frequency backed by a period of months.
- ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains a value adjustment specifying a multiplication factor to apply to the base value.
- ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result
with the specified reason and message.
- ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result
with a reason of
FailureReason.MISSING_DATA and message to say an unexpected null was found.
- ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains a DoublesPair from a Pair.
- ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an IntDoublePair from a Pair.
- ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains a LongDoublePair from a Pair.
- ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an ObjectDoublePair from a Pair.
- ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
Obtains an ObjectDoublePair from a Pair.
- ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an ObjectDoublePair from a Pair.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Creates a Payment representing an amount to be paid.
- ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive
-
Converts a boolean "is pay" flag to the enum value.
- ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from
payment date, present value and discount factor.
- ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from payment date, present value amount,
discount factor and currency.
- ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall
-
Converts a boolean "is put" flag to the enum value.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Creates a Payment representing an amount to be received.
- ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains a value adjustment that replaces the base value.
- ofScenarioValue(ScenarioMarketDataValue<T>) - Static method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns a box containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(T...) - Static method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns a box containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns a box containing a scenario market data value with data for multiple scenarios.
- ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive
-
Converts a signed amount to the enum value.
- ofSingleValue(T) - Static method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataBox
-
Returns a box containing a single market data value that is used in all scenarios.
- ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of LogMoneyness from the strike and forward.
- ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of Moneyness from the strike and forward.
- ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
Create a 'Term' schedule from a single period.
- ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by wrapping an array.
- ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance by wrapping a double[][].
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Returns a tenor backed by a period of weeks.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a periodic frequency backed by a period of weeks.
- ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Returns a tenor backed by a period of years.
- ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a periodic frequency backed by a period of years.
- ONE_BASIS_POINT - Static variable in class com.opengamma.strata.function.calculation.AbstractCalculationFunction
-
One basis point, expressed as a double.
- ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '1/1' day count, which always returns a day count of 1.
- openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Opens a list entry to be populated.
- or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
The meta-property for the order property.
- outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements.Meta
-
The meta-property for the outputCurrencies property.
- outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets the currencies used in the calculation results.
- outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets the outputCurrencies property in the builder
from an array of objects.
- outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
The meta-property for the outputCurrencies property.
- overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Checks if this range overlaps any dates in the specified range.
- OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
-
The method of accruing interest based on an Overnight index.
- OvernightAveragedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate from a single Overnight index that is averaged daily.
- OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for OvernightAveragedRateObservation.
- OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for OvernightAveragedRateObservation.
- OvernightCompoundedRateObservation - Class in com.opengamma.strata.product.rate
-
Defines the observation of a rate from a single Overnight index that is compounded daily.
- OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for OvernightCompoundedRateObservation.
- OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for OvernightCompoundedRateObservation.
- OvernightIndex - Interface in com.opengamma.strata.basics.index
-
An overnight index, such as Sonia or Eonia.
- overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
- OvernightIndexRates - Interface in com.opengamma.strata.market.value
-
Provides access to rates for an Overnight index.
- overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Overnight index.
- OvernightIndexRatesId - Class in com.opengamma.strata.market.id
-
Market data ID identifying an Overnight index, providing both historic and forward rates.
- OvernightIndexRatesId.Meta - Class in com.opengamma.strata.market.id
-
The meta-bean for OvernightIndexRatesId.
- OvernightIndexRatesKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the rates for an Overnight index.
- OvernightIndexRatesKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for OvernightIndexRatesKey.
- OvernightIndexRatesMapping - Class in com.opengamma.strata.function.marketdata.mapping
-
- OvernightIndexRatesMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
-
The meta-bean for OvernightIndexRatesMapping.
- OvernightIndexRatesMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
-
Market data function that builds the provider of Overnight index rates.
- OvernightIndexRatesMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.OvernightIndexRatesMarketDataFunction
-
- OvernightIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Overnight rate indices.
- overnightIndices(Set<OvernightIndex>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the Overnight indices for which the curve provides forward rates.
- overnightIndices(OvernightIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the overnightIndices property in the builder
from an array of objects.
- overnightIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
The meta-property for the overnightIndices property.
- OvernightRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an Overnight index.
- OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for OvernightRateCalculation.
- OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for OvernightRateCalculation.
- OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity
-
Point sensitivity to a rate from an Overnight index curve.
- OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for OvernightRateSensitivity.
- OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Overnight index.
- OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for OvernightRateSwapLegConvention.
- OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for OvernightRateSwapLegConvention.
- overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first schedule period, overriding normal schedule generation.
- overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the overrideStartDate property.
- P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 12 months (1 year).
- P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 13 weeks (91 days).
- P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of one day.
- P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 month.
- P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 week (7 days).
- P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 26 weeks (182 days).
- P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 months.
- P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 weeks (14 days).
- P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 3 months.
- P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 months.
- P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 weeks (28 days).
- P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 52 weeks (364 days).
- P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 6 months.
- pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
The meta-property for the pair property.
- pair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
The meta-property for the pair property.
- pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
The meta-property for the pair property.
- Pair<A,B> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of two elements.
- Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for Pair.
- pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a Collector that allows a collection of pairs each containing
a currency pair and a rate to be streamed and collected into a new FxMatrix.
- pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map
from a stream containing pairs.
- PAR_RATE - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the par rate of the calculation target.
- PAR_SPREAD - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the par spread of the calculation target.
- ParallelShiftedCurve - Class in com.opengamma.strata.market.curve.perturb
-
A curve with a parallel shift applied to its y-values.
- ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve.perturb
-
The meta-bean for ParallelShiftedCurve.
- parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
Applies a parallel shift to all the nodes.
- parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
Applies a parallel shift to all the nodes.
- parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
The meta-property for the parameterCount property.
- parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the parameterMetadata property.
- parameterMetadata(List<? extends CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the metadata about the parameters.
- parameterMetadata(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the parameterMetadata property in the builder from an array of objects.
- parameterMetadata(List<? extends SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
Sets the metadata about the parameters.
- parameterMetadata(SurfaceParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
Sets the parameterMetadata property in the builder
from an array of objects.
- parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the parameterMetadata property.
- parameters(NodalSurface) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
Sets the log-normal volatility surface.
- parameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
The meta-property for the parameters property.
- parameters(InterpolatedNodalSurface) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
Sets the normal volatility surface.
- parameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
The meta-property for the parameters property.
- parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider.Meta
-
The meta-property for the parameters property.
- parRate(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the par rate of the expanded CDS product.
- parRate(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par rate of the FRA product.
- parRate(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par rate for swaps with a fixed leg.
- parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
The meta-property for the parRates property.
- parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
The meta-property for the parRates property.
- parRateSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par rate curve sensitivity for a swap with a fixed leg.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Parses a string to obtain a Currency.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Parses the string to produce a CurrencyAmount.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Parses a currency pair from a string with format AAA/BBB.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Parses a rate from a string with format AAA/BBB RATE.
- parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Parses a formatted string representing the tenor.
- parse(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Parses a string to obtain a Country.
- parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Parses a formatted string representing the frequency.
- parse(String) - Static method in class com.opengamma.strata.collect.id.StandardId
-
Parses an StandardId from a formatted scheme and value.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Parses a DoublesPair from the standard string format.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Parses an IntDoublePair from the standard string format.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Parses a LongDoublePair from the standard string format.
- parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustableDate' to an AdjustableDate.
- parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.
- parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCenter' to a HolidayCalendar.
- parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.
- parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.
- parseBuyerSeller(XmlElement, TradeInfo.Builder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BuyerSeller.model' to a BuySell.
- parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Currency' to a Currency.
- parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Money' to a CurrencyAmount.
- parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'date' to a LocalDate.
- parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'DayCountFraction' to a DayCount.
- parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'decimal' to a double.
- parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency to a Frequency.
- parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex.model' to an Index.
- parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.
- parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' tenor to a Tenor.
- parsePayerReceiver(XmlElement, TradeInfo.Builder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'PayerReceiver.model' to a PayReceive.
- parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Period' to a Period.
- parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.
- parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'hourMinuteTime' to a LocalTime.
- parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Parses a string into the corresponding root type.
- parseTrade(XmlElement, FpmlDocument) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser
-
Parses a single FpML format trade.
- parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Parses the trade header element.
- parseTrades(ByteSource) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Parses the first trade from the specified source using the first party as ours.
- parseTrades(ByteSource, String) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Creates an instance, parsing the specified source.
- parseTrades(XmlElement, Map<String, XmlElement>, String) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Creates an instance, based on the specified element.
- parSpread(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade.
- parSpread(LocalDate, ExpandedCds, NodalCurve, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
Calculate par spread on the specified valuation date.
- parSpread(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread of the FRA product.
- parSpread(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
The par spread is the spread that should be added to the FX points to have a zero value.
- parSpread(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread.
- parSpread(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread of the Ibor future trade.
- parSpread(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par spread for swaps.
- parSpreadSensitivity(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade.
- parSpreadSensitivity(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread curve sensitivity of the FRA product.
- parSpreadSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread sensitivity to the curves.
- parSpreadSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread sensitivity of the Ibor future trade.
- parSpreadSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par spread curve sensitivity for a swap.
- parSpreadSensitivityWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade with z-spread.
- parSpreadWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade with z-spread.
- partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The pay-off rate, which includes adjustments like weighting, spread and gearing.
- PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
Whether the entry is being paid or received.
- payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the payAccruedOnDefault property.
- payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
-
Sets whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
The meta-property for the payAccruedOnDefault property.
- payAccruedOnDefault - Variable in class com.opengamma.strata.product.credit.ExpandedCds
-
Whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets whether the accrued premium is paid in the event of a default.
- payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the payAccruedOnDefault property.
- payLegCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules
-
Returns a rule that uses the target's pay leg currency as the reporting currency.
- Payment - Class in com.opengamma.strata.basics.currency
-
A single payment of a known amount on a specific date.
- payment(Payment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the upfront fee payment of the bond trade.
- payment() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the payment property.
- payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
Sets the payment.
- payment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
The meta-property for the payment property.
- Payment.Builder - Class in com.opengamma.strata.basics.currency
-
The bean-builder for Payment.
- Payment.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for Payment.
- PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The currency of the payment.
- PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The payment date, adjusted to be a valid business day if necessary.
- PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment events.
- PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment periods.
- paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
Sets the amount of the notional exchange.
- paymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
The meta-property for the paymentAmount property.
- paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentBusinessDayAdjustment property.
- paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
The meta-property for the paymentDate property.
- paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the payment date.
- paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the paymentDate property.
- paymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
Sets the date that the payment is made.
- paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
Sets the date that the payment is made.
- paymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the payment date from the start date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the offset of payment from the base calculation period date.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- PaymentEvent - Interface in com.opengamma.strata.product.swap
-
A payment event, where a single payment is made between two counterparties.
- PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment events.
- paymentEvents(List<? extends PaymentEvent>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
Sets the payment events that are associated with the swap leg.
- paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
Sets the paymentEvents property in the builder
from an array of objects.
- paymentEvents() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
The meta-property for the paymentEvents property.
- paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the additional payment events that are associated with the swap leg.
- paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the paymentEvents property in the builder
from an array of objects.
- paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentEvents property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
Sets the periodic frequency defining when payments are made.
- paymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the payment frequency.
- paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the periodic frequency of payments.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentInterval(Period) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
-
Sets the nominal period between premium payments, such as 3 months or 6 months.
- paymentInterval() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
The meta-property for the paymentInterval property.
- paymentInterval - Variable in class com.opengamma.strata.product.credit.ExpandedCds
-
The nominal period between premium payments, such as 3 months or 6 months.
- PaymentPeriod - Interface in com.opengamma.strata.product.swap
-
A period over which interest is accrued with a single payment.
- PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment periods.
- paymentPeriods(List<? extends PaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
The meta-property for the paymentPeriods property.
- paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentPeriods property.
- PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each payment is made relative to.
- paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentRelativeTo property.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the payment period schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the paymentSchedule property.
- PaymentSchedule - Class in com.opengamma.strata.product.swap
-
Defines the schedule of payment dates relative to the accrual periods.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the paymentSchedule property.
- PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for PaymentSchedule.
- PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for PaymentSchedule.
- PayReceive - Enum in com.opengamma.strata.basics
-
Flag indicating whether a financial instrument is "pay" or "receive".
- payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
Sets whether the payment is to be paid or received.
- payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the payReceive property.
- PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PEN' - Peruvian Nuevo Sol.
- period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the period to be added.
- period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the period property.
- PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
-
A convention defining how a period is added to a date.
- PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard period addition conventions.
- PeriodAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a period of calendar days, months and years.
- PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for PeriodAdjustment.
- PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for PeriodAdjustment.
- periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
-
Sets the periodic payments of the product.
- periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
-
Sets the periodicPayments property in the builder
from an array of objects.
- periodicPayments() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
-
The meta-property for the periodicPayments property.
- periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
Sets the periodic schedule of payments.
- periodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
The meta-property for the periodicPayments property.
- PeriodicPayments - Class in com.opengamma.strata.product.credit
-
Specifies a periodic schedule of fixed amounts
- PeriodicPayments.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for PeriodicPayments.
- PeriodicPayments.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for PeriodicPayments.
- PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
-
Definition of a periodic schedule.
- periodicSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the accrual schedule.
- periodicSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the periodicSchedule property.
- PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for PeriodicSchedule.
- PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for PeriodicSchedule.
- periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
Sets the index of the schedule period boundary at which the change occurs.
- periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the periodIndex property.
- periodRate(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- periodRate(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Gets the historic or forward rate at the specified fixing period.
- periodRatePointSensitivity(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- periodRatePointSensitivity(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
-
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
- periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the schedule periods.
- periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periods property in the builder
from an array of objects.
- periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the periods property.
- periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the end date.
- periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the periodToEnd property.
- periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the far date.
- periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the periodToFar property.
- periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the near date.
- periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the periodToNear property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
Sets perturbation that should be applied to market data as part of a scenario.
- perturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
The meta-property for the perturbation property.
- Perturbation<T> - Interface in com.opengamma.strata.market
-
Describes a perturbation applied to a single piece of data as part of a scenario.
- PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata.scenario
-
Contains a market data perturbation and a filter that decides what market data it applies to.
- PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata.scenario
-
The bean-builder for PerturbationMapping.
- PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata.scenario
-
The meta-bean for PerturbationMapping.
- PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PHP' - Philippine Peso.
- PhysicalSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the settlement type and settlement method of swaptions.
- PhysicalSettlement.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for PhysicalSettlement.
- PhysicalSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for PhysicalSettlement.
- PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PKR' - Pakistani Rupee.
- PL - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PL' = Poland.
- PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PLN' - Polish Zloty.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is the sum of the matching values
in this array and the other array.
- plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is the sum of the matching values
in this array and the other matrix.
- PointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
A collection of point sensitivities.
- PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for PointSensitivities.
- PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
-
Point sensitivity.
- PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
-
Builder used to create point sensitivities.
- positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with a positive amount.
- PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Preceding' convention which adjusts to the previous business day.
- predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Predicate interface.
- premium(CurrencyAmount) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
Sets the premium paid for the trade.
- premium() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the premium of the swaption.
- premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the premium property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the premiumStyle property.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the present value of the calculation target.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The present value.
- presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the presentValue property.
- presentValue(BondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
-
Calculates the present value of the bond future trade from the current price.
- presentValue(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the underlying future price.
- presentValue(BondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the current option price.
- presentValue(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade.
- presentValue(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade.
- presentValue(FixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product.
- presentValue(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade.
- presentValue(ExpandedCds, NodalCurve, NodalCurve, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the present value of the expanded CDS product.
- presentValue(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
-
Calculates the present value of the expanded CDS product.
- presentValue(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value of the Ibor fixing deposit product.
- presentValue(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value of the Ibor fixing deposit trade.
- presentValue(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment with z-spread by discounting.
- presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value of the FRA product.
- presentValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value of the FRA trade.
- presentValue(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value of the foreign exchange vanilla option product.
- presentValue(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value of the NDF product.
- presentValue(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Computes the present value of the FX product by discounting each payment in its own currency.
- presentValue(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value of the FX swap product.
- presentValue(IborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
-
Calculates the present value of the Ibor future trade from the current price.
- presentValue(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value of the Ibor future trade.
- presentValue(IborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the current option price.
- presentValue(IborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade.
- presentValue(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the underlying future price.
- presentValue(DeliverableSwapFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
-
Calculates the present value of the deliverable swap futures trade from the current price.
- presentValue(DeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the present value of the deliverable swap futures trade.
- presentValue(SwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg, converted to the specified currency.
- presentValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg.
- presentValue(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product, converted to the specified currency.
- presentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product.
- presentValue(SwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade, converted to the specified currency.
- presentValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the present value of a single payment event.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value of a single payment period.
- presentValue(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption product.
- presentValue(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
-
Calculates the present value of the swaption product.
- presentValue(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption product.
- presentValue(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Calculates the present value of the swaption product.
- presentValue(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption product.
- presentValue(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value of the swaption product.
- presentValue(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValueDelta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueFromCleanPrice(FixedCouponBondTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
- presentValueFromCleanPriceWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread from the
clean price of the underlying product.
- presentValueGamma(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueSabrParameterSensitivity(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSabrParameterSensitivity(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
- presentValueSensitivity(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the bond future option trade.
- presentValueSensitivity(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade.
- presentValueSensitivity(FixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond product.
- presentValueSensitivity(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade.
- presentValueSensitivity(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value sensitivity of the Ibor fixing product.
- presentValueSensitivity(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value sensitivity of the Ibor fixing deposit trade.
- presentValueSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment with z-spread.
- presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value sensitivity of the FRA product.
- presentValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value sensitivity of the FRA trade.
- presentValueSensitivity(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value sensitivity of the foreign exchange vanilla option product.
- presentValueSensitivity(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value curve sensitivity of the NDF product.
- presentValueSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Compute the present value curve sensitivity of the FX product.
- presentValueSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value sensitivity of the FX swap product.
- presentValueSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value sensitivity of the Ibor future trade.
- presentValueSensitivity(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the Ibor future option trade.
- presentValueSensitivity(DeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the present value sensitivity of the deliverable swap futures trade.
- presentValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value sensitivity of the swap leg.
- presentValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product.
- presentValueSensitivity(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product converted in a given currency.
- presentValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value sensitivity of the swap trade.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
-
Calculates the present value sensitivity of a single payment event.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period.
- presentValueSensitivity(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivity(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity of the swaption trade.
- presentValueSensitivity(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivity(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityBlackVolatility(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing.
- presentValueSensitivityBlackVolatility(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing
based on the price of the underlying future.
- presentValueSensitivityBlackVolatility(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityBlackVolatility(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption product.
- presentValueSensitivityBlackVolatility(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityBlackVolatility(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption product.
- presentValueSensitivityBlackVolatility(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing.
- presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing
based on the price of the underlying future.
- presentValueSensitivityNormalVolatility(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption product.
- presentValueSensitivityNormalVolatility(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityNormalVolatility(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption product.
- presentValueSensitivityNormalVolatility(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivitySabrParameter(SwaptionProduct, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSensitivitySabrParameter(SwaptionTrade, RatesProvider, SabrVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
- presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, BlackVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade with z-spread.
- presentValueSensitivityWithZSpread(FixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond with z-spread.
- presentValueSensitivityWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
- presentValueTheta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value theta of the foreign exchange vanilla option product.
- presentValueVega(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the present value vega of the foreign exchange vanilla option product.
- presentValueWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade with z-spread.
- presentValueWithZSpread(FixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product with z-spread.
- presentValueWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread.
- previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, always returning an earlier date.
- previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Calculates the previous date in the sequence after the input date.
- previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, returning the input date if it is a business day.
- price(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product.
- price(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product
based on the price of the underlying future.
- price(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
-
Calculates the price of the bond future option trade.
- price(BondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product.
- price(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade.
- price(LocalDate, ExpandedCds, NodalCurve, NodalCurve, double, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
-
Calculate present value on the specified valuation date.
- price(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the price of the foreign exchange vanilla option product.
- price(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price of the Ibor future product.
- price(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the price of the Ibor future trade.
- price(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
-
Calculates the price of the Ibor future option trade.
- price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product.
- price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product
based on the price of the underlying future.
- price(DeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
-
Calculates the price of the deliverable swap futures product.
- price(DeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
-
Calculates the price of the underlying deliverable swap futures product.
- PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
- PriceIndex - Interface in com.opengamma.strata.basics.index
-
An index of prices.
- priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
-
- PriceIndexValues - Interface in com.opengamma.strata.market.value
-
Provides access to the values of a price index.
- priceIndexValues(Map<PriceIndex, PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
-
Sets the price index values, defaulted to an empty map.
- priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the priceIndexValues property.
- priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the values for an Price index.
- PriceIndexValuesKey - Class in com.opengamma.strata.market.key
-
Market data key identifying the values for an Price index.
- PriceIndexValuesKey.Meta - Class in com.opengamma.strata.market.key
-
The meta-bean for PriceIndexValuesKey.
- PriceIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard price indices.
- pricer() - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
-
Returns the pricer.
- pricer() - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
-
Returns the pricer.
- prices(String) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- priceSensitivity(BondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product.
- priceSensitivity(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivity(DeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
-
Calculates the price sensitivity of the deliverable swap futures product.
- priceSensitivityBlackVolatility(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
- priceSensitivityBlackVolatility(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option
based on the price of the underlying future.
- priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
- priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option
based on the price of the underlying future.
- priceSensitivityStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on curves.
- priceSensitivityStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
- priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product based on curves.
- priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product
based on the price of the underlying future.
- priceSensitivityWithZSpread(BondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product with z-spread.
- priceWithZSpread(BondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product with z-spread.
- priceWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade with z-spread.
- PricingException - Exception in com.opengamma.strata.pricer
-
Exception thrown when pricing fails.
- PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message.
- PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message and cause.
- PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
-
A rule which specifies the function group and parameters that should be used to calculate the value
of a measure for a target.
- PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
-
The meta-bean for PricingRule.
- PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
-
- pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
Sets the rules defining how calculations should be performed.
- pricingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the pricingRules property.
- pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the pricing rules that apply to this column in addition to the default rules.
- pricingRules() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the pricingRules property.
- PricingRules - Interface in com.opengamma.strata.calc.config.pricing
-
Pricing rules specify how a measure should be calculated for a target.
- pricingRules() - Static method in class com.opengamma.strata.function.StandardComponents
-
Returns the standard pricing rules.
- product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the credit default swap that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the product property.
- product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the product property.
- product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the term deposit product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the product property.
- product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the FRA product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the product property.
- product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the product property.
- product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the product property.
- product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the FX swap product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the product property.
- product(FxVanillaOption) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
Sets the FX option product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
The meta-property for the product property.
- product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the product property.
- Product - Interface in com.opengamma.strata.product
-
A financial product that can be traded.
- product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the swap product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the product property.
- product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the swaption product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the product property.
- product(P) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
-
The meta-property for the product property.
- PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
-
Product polynomial extrapolator.
- productId(StandardId) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
-
Sets the base product identifier.
- productId() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
-
The meta-property for the productId property.
- productId(StandardId) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
-
Sets the base product identifier.
- productId() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
The meta-property for the productId property.
- ProductTrade<P extends Product> - Interface in com.opengamma.strata.product
-
A trade that is directly based on a product.
- productType(Class<P>) - Method in class com.opengamma.strata.product.SecurityLink.Builder
-
Sets the type of the product.
- productType() - Method in class com.opengamma.strata.product.SecurityLink.Meta
-
The meta-property for the productType property.
- PropertiesFile - Class in com.opengamma.strata.collect.io
-
A properties file.
- property(String) - Method in class com.opengamma.strata.basics.currency.FxRate
-
- property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- property(String) - Method in class com.opengamma.strata.basics.currency.Payment
-
- property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- property(String) - Method in class com.opengamma.strata.basics.market.FxRateId
-
- property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- property(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- property(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- property(String) - Method in class com.opengamma.strata.basics.value.ValueStep
-
- property(String) - Method in class com.opengamma.strata.calc.CalculationRules
-
- property(String) - Method in class com.opengamma.strata.calc.Column
-
- property(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
- property(String) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
- property(String) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
- property(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
- property(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
- property(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- property(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- property(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- property(String) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
- property(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- property(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- property(String) - Method in class com.opengamma.strata.calc.runner.Results
-
- property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- property(String) - Method in class com.opengamma.strata.collect.id.StandardId
-
- property(String) - Method in class com.opengamma.strata.collect.id.StandardLink
-
- property(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
- property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
- property(String) - Method in class com.opengamma.strata.collect.result.Failure
-
- property(String) - Method in class com.opengamma.strata.collect.result.FailureItem
-
- property(String) - Method in class com.opengamma.strata.collect.result.Result
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
- property(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.Pair
-
- property(String) - Method in class com.opengamma.strata.collect.tuple.Triple
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
- property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- property(String) - Method in class com.opengamma.strata.market.amount.CashFlow
-
- property(String) - Method in class com.opengamma.strata.market.amount.CashFlows
-
- property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- property(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- property(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- property(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- property(String) - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- property(String) - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
- property(String) - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
- property(String) - Method in class com.opengamma.strata.market.id.IndexRateId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- property(String) - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
- property(String) - Method in class com.opengamma.strata.market.id.QuoteId
-
- property(String) - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
- property(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- property(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- property(String) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
- property(String) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
- property(String) - Method in class com.opengamma.strata.market.key.QuoteKey
-
- property(String) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
-
- property(String) - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- property(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- property(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- property(String) - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- property(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- property(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- property(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- property(String) - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
- property(String) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
- property(String) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- property(String) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- property(String) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
- property(String) - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
- property(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
- property(String) - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFuture
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
- property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- property(String) - Method in class com.opengamma.strata.product.credit.Cds
-
- property(String) - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- property(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
- property(String) - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- property(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- property(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- property(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- property(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- property(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- property(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- property(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- property(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- property(String) - Method in class com.opengamma.strata.product.equity.Equity
-
- property(String) - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- property(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
- property(String) - Method in class com.opengamma.strata.product.fra.Fra
-
- property(String) - Method in class com.opengamma.strata.product.fra.FraTrade
-
- property(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- property(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- property(String) - Method in class com.opengamma.strata.product.future.GenericFuture
-
- property(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
- property(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
- property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
- property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxNdf
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSingle
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSwap
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFuture
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- property(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- property(String) - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- property(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- property(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- property(String) - Method in class com.opengamma.strata.product.SecurityLink
-
- property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- property(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
- property(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.FxReset
-
- property(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- property(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- property(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- property(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- property(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- property(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- property(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- property(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- property(String) - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- property(String) - Method in class com.opengamma.strata.product.swap.Swap
-
- property(String) - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- property(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- property(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- property(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
- property(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- property(String) - Method in class com.opengamma.strata.product.swaption.Swaption
-
- property(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- property(String) - Method in class com.opengamma.strata.product.TradeInfo
-
- property(String) - Method in class com.opengamma.strata.product.UnitSecurity
-
- property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- property(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- property(String) - Method in class com.opengamma.strata.report.ReportRequirements
-
- property(String) - Method in class com.opengamma.strata.report.trade.TradeReport
-
- property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
-
Deprecated.
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountFactorsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IborIndexRatesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityLink.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.UnitSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- propertyNames() - Method in class com.opengamma.strata.basics.currency.Payment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- propertyNames() - Method in class com.opengamma.strata.calc.CalculationRules
-
- propertyNames() - Method in class com.opengamma.strata.calc.Column
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- propertyNames() - Method in class com.opengamma.strata.calc.runner.Results
-
- propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- propertyNames() - Method in class com.opengamma.strata.collect.id.StandardId
-
- propertyNames() - Method in class com.opengamma.strata.collect.id.StandardLink
-
- propertyNames() - Method in class com.opengamma.strata.collect.io.XmlElement
-
- propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
- propertyNames() - Method in class com.opengamma.strata.collect.result.Failure
-
- propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem
-
- propertyNames() - Method in class com.opengamma.strata.collect.result.Result
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair
-
- propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
- propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId
-
- propertyNames() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
- propertyNames() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey
-
- propertyNames() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
-
- propertyNames() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- propertyNames() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- propertyNames() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
- propertyNames() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
- propertyNames() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- propertyNames() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- propertyNames() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
- propertyNames() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
- propertyNames() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
- propertyNames() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.Cds
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- propertyNames() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.equity.Equity
-
- propertyNames() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.Fra
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.future.GenericFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
- propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- propertyNames() - Method in class com.opengamma.strata.product.SecurityLink
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FxReset
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.Swap
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- propertyNames() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- propertyNames() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- propertyNames() - Method in class com.opengamma.strata.product.TradeInfo
-
- propertyNames() - Method in class com.opengamma.strata.product.UnitSecurity
-
- propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- propertyNames() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements
-
- propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
-
- PropertySet - Class in com.opengamma.strata.collect.io
-
A map of key-value properties.
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
-
Deprecated.
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountFactorsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IborIndexRatesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityLink.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.UnitSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- PT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PT' - Portugal.
- publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the number of days to add to the fixing date to obtain the publication date.
- publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the publicationDateOffset property.
- publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the publication frequency of the index.
- publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the publicationFrequency property.
- put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Puts a single value into the map.
- putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified dates and values into this builder.
- putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the contents of the specified builder into this builder.
- putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the entries from the supplied map into this builder.
- PutCall - Enum in com.opengamma.strata.basics
-
Flag indicating whether a trade is "put" or "call".
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the putCall property.
- PV01 - Static variable in class com.opengamma.strata.calc.config.Measure
-
Measure representing the PV01 of the calculation target.
- pvbp(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the Present Value of a Basis Point for a swap leg.
- pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value of a basis point of a period.
- pvbpSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
- pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
-
Calculates the present value of a basis point sensitivity of a single payment period.
- tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series, choosing the latest entries.
- target(CalculationTarget) - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Builder
-
Sets the target for which the value will be calculated.
- target() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Meta
-
The meta-property for the target property.
- target(CalculationTarget) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
-
Sets the target of the calculation, often a trade.
- target() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
-
The meta-property for the target property.
- target() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
-
The meta-property for the target property.
- target(Security<P>) - Method in class com.opengamma.strata.product.SecurityLink.Builder
-
Sets the embedded link target.
- target() - Method in class com.opengamma.strata.product.SecurityLink.Meta
-
The meta-property for the target property.
- targetCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules
-
Returns a rule that uses the target's primary currency as the reporting currency.
- targetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
-
The meta-property for the targetType property.
- targetType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
-
The meta-property for the targetType property.
- targetType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
-
The meta-property for the targetType property.
- targetTypes() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
-
The meta-property for the targetTypes property.
- taskConfigurations(List<CalculationTaskConfig>) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Builder
-
Sets configuration for each of tasks that perform the individual calculations.
- taskConfigurations(CalculationTaskConfig...) - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Builder
-
Sets the taskConfigurations property in the builder
from an array of objects.
- taskConfigurations() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Meta
-
The meta-property for the taskConfigurations property.
- template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the template for the FRA associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the template property.
- template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the template for the FX Swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the template property.
- template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the template for the Ibor fixing deposit associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the template property.
- template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the template for the Ibor Futures associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the template property.
- template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the template for the term deposit associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the template property.
- template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the template property.
- Tenor - Class in com.opengamma.strata.basics.date
-
A tenor indicating how long it will take for a financial instrument to reach maturity.
- tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the tenor to be added.
- tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
-
The meta-property for the tenor property.
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
- tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.swaption.BlackVolatilitySwaptionProvider
-
Returns the tenor of the swap based on its start date and end date.
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
- tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.swaption.NormalVolatilitySwaptionProvider
-
Returns the tenor of the swap based on its start date and end date.
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
Returns the tenor of the swap based on its start date and end date.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 months.
- TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 years.
- TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 11 months.
- TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 months.
- TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 years.
- TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 15 years.
- TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 18 months.
- TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of one day.
- TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 month.
- TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 week.
- TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 year.
- TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 20 years.
- TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 25 years.
- TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of two days.
- TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 months.
- TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 weeks.
- TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 years.
- TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 30 years.
- TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of three days.
- TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 months.
- TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 weeks.
- TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 years.
- TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 months.
- TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 years.
- TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 months.
- TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 years.
- TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 months.
- TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 weeks.
- TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 years.
- TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 months.
- TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 years.
- TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 months.
- TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 years.
- TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 months.
- TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 years.
- TenorAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a tenor.
- TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for TenorAdjustment.
- TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for TenorAdjustment.
- TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
-
Curve node metadata for a curve node with a specific tenor.
- TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
-
The meta-bean for TenorCurveNodeMetadata.
- TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency matching the term.
- TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- TermDeposit - Class in com.opengamma.strata.product.deposit
-
A term deposit.
- TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for TermDeposit.
- TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for TermDeposit.
- TermDepositBucketedPv01Function - Class in com.opengamma.strata.function.calculation.deposit
-
Calculates the bucketed PV01, the present value curve parameter sensitivity of a TermDepositTrade.
- TermDepositBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositBucketedPv01Function
-
- TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
-
Market standard term deposit conventions.
- TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a term deposit.
- TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for TermDepositCurveNode.
- TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for TermDepositCurveNode.
- TermDepositFunctionGroups - Class in com.opengamma.strata.function.calculation.deposit
-
Contains function groups for built-in Term Deposit calculation functions.
- TermDepositParRateFunction - Class in com.opengamma.strata.function.calculation.deposit
-
Calculates the par rate of a TermDepositTrade for each of a set of scenarios.
- TermDepositParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositParRateFunction
-
- TermDepositParSpreadFunction - Class in com.opengamma.strata.function.calculation.deposit
-
Calculates the par spread of a TermDepositTrade for each of a set of scenarios.
- TermDepositParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositParSpreadFunction
-
- TermDepositProduct - Interface in com.opengamma.strata.product.deposit
-
A product representing a term deposit.
- TermDepositPv01Function - Class in com.opengamma.strata.function.calculation.deposit
-
Calculates PV01, the present value sensitivity of a TermDepositTrade.
- TermDepositPv01Function() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositPv01Function
-
- TermDepositPvFunction - Class in com.opengamma.strata.function.calculation.deposit
-
Calculates the present value of a TermDepositTrade for each of a set of scenarios.
- TermDepositPvFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositPvFunction
-
- TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating a term deposit trade.
- TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for TermDepositTemplate.
- TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for TermDepositTemplate.
- TermDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in a term deposit.
- TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for TermDepositTrade.
- TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for TermDepositTrade.
- test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
-
Evaluates this predicate on the given arguments.
- test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
-
Evaluates this predicate on the given argument.
- test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate
-
Evaluates the predicate.
- test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate
-
Evaluates the predicate.
- test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Evaluates the predicate.
- test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Evaluates the predicate.
- test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Evaluates the predicate.
- TH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TH' - Thailand.
- THB - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'THB' - Thai Baht.
- theta(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product.
- theta(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product based on the price of the underlying future.
- theta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
-
Calculates the Black theta of the foreign exchange vanilla option product.
- third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the third property.
- THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
- THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360' day count, which treats input day-of-month 31 specially.
- THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E+/360' day count, which treats input day-of-month 31 specially.
- THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Thursday/Friday weekends.
- tickSize(double) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
-
Sets the size of each tick.
- tickSize() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
-
The meta-property for the tickSize property.
- tickSize(double) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
-
Sets the size of each tick.
- tickSize() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
The meta-property for the tickSize property.
- tickValue(CurrencyAmount) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
-
Sets the monetary value of one tick.
- tickValue() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
-
The meta-property for the tickValue property.
- tickValue(CurrencyAmount) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
-
Sets the monetary value of one tick.
- tickValue() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
-
The meta-property for the tickValue property.
- TIME_SQUARE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
-
Time square interpolator.
- timeSeries(Map<ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Builder
-
Sets the time series.
- timeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements.Meta
-
The meta-property for the timeSeries property.
- timeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
-
- timeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
-
Returns a time series of market data for the specified ID.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
-
The meta-property for the timeSeries property.
- timeSeries(Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
-
Sets the time-series, defaulted to an empty map.
- timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the timeSeries property.
- timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap.Meta
-
The meta-property for the timeSeriesFailures property.
- timeSeriesFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
Sets details of failures when building time series of market data values.
- timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
-
The meta-property for the timeSeriesFailures property.
- TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata.function
-
A source of time series of observable market data.
- timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets keys identifying the time series of market data values required for the calculations.
- timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
Sets the timeSeriesRequirements property in the builder
from an array of objects.
- timeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
-
The meta-property for the timeSeriesRequirements property.
- TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The default formatter that returns the value of the toString() method.
- toAdjustedDate(LocalDate) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns an adjustable date instance resulting from applying this adjustment to a date.
- toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Converts this instance to an independent double[].
- toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Converts this instance to an independent double[][].
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the underlying array.
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the underlying array.
- toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
-
Gets this report as an ASCII table string.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a new builder using the data from this matrix to
create a set of initial entries.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.CalculationRules
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.Column
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
Returns a mutable builder containing the data from this object.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
Returns a mutable builder containing the data from this object.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.Results
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Return a builder populated with the values from this series.
- toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.equity.Equity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.future.GenericFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityLink
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxReset
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.TradeInfo
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.UnitSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.ReportRequirements
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Returns a builder that allows this bean to be mutated.
- toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the market convention currency pair for the currencies in the pair.
- toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns an FX rate object representing the market convention rate between the two currencies.
- toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
Converts this definition to the summary form.
- toFxConvertibleList() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
-
- toFxForwardSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
Converts this sensitivity to an FxForwardSensitivity.
- toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns an Ibor index.
- toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Returns an immutable version of this object.
- toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable list.
- toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multiset.
- toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable set.
- toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Gets the token that the root type corresponds to.
- TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an object to produce another object.
- TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
- tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
-
- tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
-
- tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
-
- tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the set of supported token for the given object.
- tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the supported tokens on the given object.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toList() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a list equivalent to this array.
- toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this MultiCurrencyAmount to a map keyed by currency.
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey
-
Converts this key to the matching identifier.
- toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey
-
Converts this key to the matching identifier.
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey
-
- toMarketDataKey() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.MarketDataId
-
Returns the key associated with this ID.
- toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ObservableId
-
- toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.QuoteId
-
- toMarketDataKey() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
- toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Returns a mutable version of this object.
- toNodalCurve() - Method in interface com.opengamma.strata.market.curve.Curve
-
Converts this curve to a nodal curve.
- toNodalCurve() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
- toNodalCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- toNodalSurface() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
- toNodalSurface() - Method in interface com.opengamma.strata.market.surface.Surface
-
Concerts this surface to a nodal surface.
- toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a double array to a Double array.
- toOvernightIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
- toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Converts this pair to an object-based Pair.
- toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a Double array to a double array.
- toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Converts this stub convention to the appropriate roll convention.
- toScenarioResult() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
-
Returns a collector which can be used at the end of a stream of results to build a
ScenarioResult
which will support automatic currency conversion where possible.
- toScenarioResult(boolean) - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
-
Returns a collector which can be used at the end of a stream of results to build a
ScenarioResult.
- toSingleCurveRatesProvider(SingleCalculationMarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils
-
Creates a rates provider from a set of market data containing a single discounting curve,
and forward curves and fixing series for a given set of indices.
- toString() - Method in enum com.opengamma.strata.basics.BuySell
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.currency.Currency
-
Returns a string representation of the currency, which is the three letter code.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- toString() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.currency.Payment
-
- toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Returns a string describing the adjustable date.
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Returns the name of the calendar.
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.Tenor
-
Returns a formatted string representing the tenor.
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.index.FloatingRateName
-
Returns the name of the index.
- toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.location.Country
-
Returns a string representation of the country, which is the two letter code.
- toString() - Method in enum com.opengamma.strata.basics.LongShort
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.market.FxRateId
-
- toString() - Method in class com.opengamma.strata.basics.market.FxRateKey
-
- toString() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Builder
-
- toString() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
-
- toString() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Builder
-
- toString() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
-
- toString() - Method in enum com.opengamma.strata.basics.PayReceive
-
Returns the formatted unique name of the type.
- toString() - Method in enum com.opengamma.strata.basics.PutCall
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a formatted string representing the periodic frequency.
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- toString() - Method in class com.opengamma.strata.calc.CalculationRules.Builder
-
- toString() - Method in class com.opengamma.strata.calc.CalculationRules
-
- toString() - Method in class com.opengamma.strata.calc.Column.Builder
-
- toString() - Method in class com.opengamma.strata.calc.Column
-
- toString() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
-
- toString() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig.Builder
-
- toString() - Method in class com.opengamma.strata.calc.config.CalculationTaskConfig
-
- toString() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig.Builder
-
- toString() - Method in class com.opengamma.strata.calc.config.CalculationTasksConfig
-
- toString() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
-
- toString() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Builder
-
- toString() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
-
- toString() - Method in class com.opengamma.strata.calc.config.FunctionConfig
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Builder
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
-
- toString() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.CalculationMarketDataMap
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.CalculationRequirements
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioMarketDataBox
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.SingleMarketDataBox
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Builder
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Builder
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Builder
-
- toString() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
-
- toString() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
-
- toString() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
-
- toString() - Method in class com.opengamma.strata.calc.runner.Results.Builder
-
- toString() - Method in class com.opengamma.strata.calc.runner.Results
-
- toString() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
- toString() - Method in class com.opengamma.strata.collect.id.StandardId
-
Returns the identifier in a stahndard string format.
- toString() - Method in class com.opengamma.strata.collect.id.StandardLink
-
- toString() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Returns a string describing the CSV file.
- toString() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns a string describing the INI file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns a string describing the property set.
- toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Returns a string describing the locator.
- toString() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Returns a string summary of the element.
- toString() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
-
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
- toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange
-
Returns this range as a string, such as [2009-12-03,2014-06-30).
- toString() - Method in class com.opengamma.strata.collect.result.Failure
-
- toString() - Method in class com.opengamma.strata.collect.result.FailureItem
-
- toString() - Method in class com.opengamma.strata.collect.result.Result
-
- toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Returns a string representation of the point.
- toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
-
Deprecated.
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.type.TypedString
-
Returns the name.
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
-
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
-
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
-
- toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
-
- toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
-
- toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountFactorsMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexRatesMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexRatesMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveRateIndexFilter
-
- toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
-
- toString() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- toString() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
-
- toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
-
- toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- toString() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
-
- toString() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
-
- toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- toString() - Method in class com.opengamma.strata.market.id.CurveGroupId
-
- toString() - Method in class com.opengamma.strata.market.id.CurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId
-
- toString() - Method in class com.opengamma.strata.market.id.DiscountFactorsId
-
- toString() - Method in class com.opengamma.strata.market.id.IborIndexRatesId
-
- toString() - Method in class com.opengamma.strata.market.id.IndexRateId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
-
- toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
-
- toString() - Method in class com.opengamma.strata.market.id.OvernightIndexRatesId
-
- toString() - Method in class com.opengamma.strata.market.id.QuoteId
-
- toString() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
-
- toString() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Builder
-
- toString() - Method in class com.opengamma.strata.market.key.CurveGroupKey
-
- toString() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Builder
-
- toString() - Method in class com.opengamma.strata.market.key.CurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
-
- toString() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
-
- toString() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
-
- toString() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
-
- toString() - Method in class com.opengamma.strata.market.key.IndexRateKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
-
- toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
-
- toString() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
-
- toString() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
-
- toString() - Method in class com.opengamma.strata.market.key.QuoteKey
-
- toString() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
-
- toString() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- toString() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
-
- toString() - Method in enum com.opengamma.strata.market.ShiftType
-
- toString() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
-
- toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
-
- toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- toString() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
-
- toString() - Method in enum com.opengamma.strata.market.value.CompoundedRateType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.market.value.DiscountFxForwardRates
-
- toString() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
-
- toString() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
-
- toString() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
-
- toString() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
-
- toString() - Method in class com.opengamma.strata.market.value.IssuerCurveDiscountFactors
-
- toString() - Method in class com.opengamma.strata.market.value.RepoCurveDiscountFactors
-
- toString() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
-
- toString() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
-
- toString() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
-
- toString() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
-
- toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
-
- toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.BlackVolatilityExpiryTenorSwaptionProvider
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalVolatilityExpiryTenorSwaptionProvider
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrVolatilitySwaptionProvider
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- toString() - Method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.Cds
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- toString() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
- toString(StringBuilder) - Method in class com.opengamma.strata.product.credit.ExpandedCds
-
- toString() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.FeeLeg
-
- toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
-
- toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
-
- toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
-
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- toString() - Method in class com.opengamma.strata.product.equity.Equity.Builder
-
- toString() - Method in class com.opengamma.strata.product.equity.Equity
-
- toString() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.equity.EquityTrade
-
- toString() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.ExpandedFra
-
- toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.Fra
-
- toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Returns the formatted unique name of the compounding method.
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFuture
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFutureOption
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
-
- toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
-
- toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFuture
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- toString(StringBuilder) - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- toString(StringBuilder) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
-
- toString() - Method in class com.opengamma.strata.product.SecurityLink.Builder
-
- toString() - Method in class com.opengamma.strata.product.SecurityLink
-
- toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
-
- toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FxReset.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FxReset
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- toString() - Method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- toString() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.StubCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.Swap
-
- toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Returns the formatted unique name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement
-
- toString() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
-
- toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
-
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- toString() - Method in class com.opengamma.strata.product.TradeInfo.Builder
-
- toString() - Method in class com.opengamma.strata.product.TradeInfo
-
- toString() - Method in class com.opengamma.strata.product.UnitSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.UnitSecurity
-
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- toString() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
-
- toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- toString() - Method in class com.opengamma.strata.report.ReportRequirements.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
-
- toString() - Method in class com.opengamma.strata.report.ReportRequirements
-
- toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains a MultiCurrencyAmount from the total of a list of CurrencyAmount objects.
- total() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the total of all the values in the array.
- total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the total of all the values in the matrix.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
-
Totals the sensitivity values.
- total() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
-
Totals the sensitivity values.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
-
Totals all the sensitivity values.
- total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
-
Totals the sensitivity values.
- toTemplate() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a template based on this convention.
- toTemplate(Period) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a template based on this convention, specifying the period from start to end.
- toTemplate(Period) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a template based on this convention, specifying the period from start to end.
- toTemplate(Period) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a template based on this convention, specifying the period to start.
- toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS from the convention.
- toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- toTrade(LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- toTrade(LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, Period, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- toTrade(LocalDate, Period, Period, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- toTrade(LocalDate, Period, int, long, double, double) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, long, double, double) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, Period, int, long, double, double) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a spot-starting trade based on this convention.
- toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a forward-starting trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Creates a trade based on this template.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- toTrade(LocalDate, Tenor, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- toTrade(LocalDate, Period, Tenor, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Creates a trade based on this template.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where every adjusted date is reset
to the unadjusted equivalent.
- toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType
-
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
- TR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TR' - Turkey.
- Trade - Interface in com.opengamma.strata.basics
-
A single trade.
- trade(LocalDate, MarketData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Creates a trade representing the instrument at the node.
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The notional, as defined in the trade.
- TradeCalibrationMeasure<T extends Trade> - Class in com.opengamma.strata.pricer.calibration
-
Provides calibration measures for a single type of trade based on functions.
- TradeConvention - Interface in com.opengamma.strata.product
-
A market convention for trades.
- tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfo.Builder
-
Sets the trade date, optional.
- tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the tradeDate property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the tradeInfo property.
- tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- tradeInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the tradeInfo property.
- TradeInfo - Class in com.opengamma.strata.product
-
Additional information about a trade.
- TradeInfo.Builder - Class in com.opengamma.strata.product
-
The bean-builder for TradeInfo.
- TradeInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for TradeInfo.
- tradeMeasureRequirements(List<Column>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
-
Sets the trade-level measure requirements.
- tradeMeasureRequirements(Column...) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
-
Sets the tradeMeasureRequirements property in the builder
from an array of objects.
- tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
The meta-property for the tradeMeasureRequirements property.
- tradePrice(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
-
Sets the trade price of the future.
- tradePrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
-
The meta-property for the tradePrice property.
- TradeReport - Class in com.opengamma.strata.report.trade
-
Represents a trade report.
- TradeReport.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReport.
- TradeReport.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReport.
- TradeReportColumn - Class in com.opengamma.strata.report.trade
-
Describes a column in a trade report.
- TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn
-
Restricted constructor.
- TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReportColumn.
- TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReportColumn.
- TradeReportFormatter - Class in com.opengamma.strata.report.trade
-
Formatter for trade reports.
- TradeReportRunner - Class in com.opengamma.strata.report.trade
-
Report runner for trade reports.
- TradeReportTemplate - Class in com.opengamma.strata.report.trade
-
Describes the contents and layout of a trade report.
- TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReportTemplate.
- TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReportTemplate.
- TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
-
Loads a trade report template from the standard INI file format.
- TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
-
- trades(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Creates a list of trades representing the instrument at each node.
- trades(List<Trade>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
-
Sets the trades on which the results are calculated.
- trades(Trade...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
-
Sets the trades property in the builder
from an array of objects.
- trades() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the trades property.
- TradeTemplate - Interface in com.opengamma.strata.product
-
A template used to create a trade.
- tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfo.Builder
-
Sets the trade time, optional.
- tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the tradeTime property.
- TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a trade to produce another object.
- TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Transposes the matrix.
- Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
-
An immutable triple consisting of three elements.
- Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for Triple.
- TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TRY' - Turkish Lira.
- Tuple - Interface in com.opengamma.strata.collect.tuple
-
Base interface for all tuple types.
- TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'TWD' - New Taiwan Dollar.
- type() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
-
Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the type property.
- type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
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The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
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Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
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The meta-property for the type property.
- TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type
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An abstract class designed to enable typed strings.
- TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString
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Creates an instance.
- TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString
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Creates an instance, validating the name against a regex.